Simple nonparametric estimators for the bid-ask spread in the role model

Mikhail Safronov (Yale University), Oliver Linton (University of Cambridge), Stefan Schneeberger (Yale University)

Year of publication:	16 March 2016
Authors:	Safronov, Mikhail ; Linton, Oliver ; Schneeberger, Stefan
Publisher:	Cambridge : University of Cambridge, Faculty of Economics
Subject:	Börsenkurs \| Share price \| Marktliquidität \| Market liquidity \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation \| Welt \| World \| 2010

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