Bias-free nonparametric estimation of intra-day trade activity measures
| Year of publication: |
2000
|
|---|---|
| Authors: | Grammig, Joachim ; Hujer, Reinhard ; Kokot, Stefan |
| Publisher: |
Frankfurt a. M. : Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften |
| Subject: | Börsenkurs | Wertpapierhandel | Finanzanalyse | Zeitreihenanalyse | Nichtparametrisches Verfahren | Bias | Schätzung | Theorie | USA | beta kernel | boundary bias | financial transaction data | liquidity | non-parametric methods | trading intensity |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/76922 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10010316265