Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
| Year of publication: |
2020
|
|---|---|
| Authors: | Duda, Jarosław ; Gurgul, Henryk ; Syrek, Robert |
| Published in: |
Statistics in Transition New Series. - New York : Exeley, ISSN 2450-0291. - Vol. 21.2020, 5, p. 99-118
|
| Publisher: |
New York : Exeley |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.21307/stattrans-2020-057 [DOI] hdl:10419/236807 [Handle] RePEc:exl:29stat:v:21:y:2020:i:5:p:99-118 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10012600271