Measuring Immediate Price Impact Using Nonparametric Models
Year of publication: |
2015
|
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Authors: | Pham, Manh Cuong |
Other Persons: | Duong, Huu Nhan (contributor) ; Lajbcygier, Paul (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Messung | Measurement | Schätzung | Estimation |
Extent: | 1 Online-Ressource (61 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 24, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2554908 [DOI] |
Classification: | G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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