New Bid-Ask Spread Estimators from Daily High and Low Prices
Year of publication: |
2018
|
---|---|
Authors: | Li, Zhiyong |
Other Persons: | Lambe, Brendan John (contributor) ; Adegbite, Emmanuel (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Schätzung | Estimation |
Extent: | 1 Online-Ressource (66 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2967117 [DOI] |
Classification: | C02 - Mathematical Methods ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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