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~person:"Ball, Clifford A."
~person:"Dijk, Dick van"
~person:"Li, Zhiyong"
~person:"Rocheteau, Guillaume"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Bid-ask spread"
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Ball, Clifford A.
Dijk, Dick van
Li, Zhiyong
Rocheteau, Guillaume
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A new spread estimator
Bleaney, Michael F.
;
Li, Zhiyong
-
2014
Persistent link: https://www.econbiz.de/10010347319
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2
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
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2012
Persistent link: https://www.econbiz.de/10009664660
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True spreads and equilibrium prices
Ball, Clifford A.
;
Chordia, Tarun
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1801-1835
Persistent link: https://www.econbiz.de/10001615430
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