Semiparametric identification of the bid-ask spread in extended Roll models (2017)

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/10.1016/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