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Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model (2016)

First Author: Chen X

Attributed to: The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2016.1216

Publication URI: http://dx.doi.org/10.1920/wp.cem.2016.1216

Type: Working Paper