Semiparametric identification of the bid-ask spread in extended Roll models (2017)
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/10.1016/j.jeconom.2017.06.013
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2017.06.013
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 2