Dynamic autoregressive liquidity (DArLiQ)
Year of publication: |
2024
|
---|---|
Authors: | Hafner, Christian M. ; Linton, Oliver ; Wang, Linqi |
Subject: | Kernel | Nonparametric estimation | Semiparametric model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Nichtparametrische Schätzung | Core | Liquidität | Liquidity |
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