Statistical inferences for price staleness
Year of publication: |
2020
|
---|---|
Authors: | Kolokolov, Aleksey ; Livieri, Giulia ; Pirino, Davide |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 218.2020, 1, p. 32-81
|
Subject: | Average staleness | Instantaneous price staleness | Liquidity | Stable convergence | Zero returns | Theorie | Theory | Börsenkurs | Share price | Induktive Statistik | Statistical inference | Kapitaleinkommen | Capital income |
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