A new spread estimator
Year of publication: |
July 2016
|
---|---|
Authors: | Bleaney, Michael F. ; Li, Zhiyong |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 1, p. 179-211
|
Subject: | Bid-ask spread | Feedback trading | Estimation | Geld-Brief-Spanne | Schätztheorie | Estimation theory |
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