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

by Xiaohong Chen, Oliver Linton, Stefan Schneeberger, and Yanping Yi

Year of publication:	March 2016
Authors:	Chen, Xiaohong ; Linton, Oliver ; Schneeberger, Stefan ; Yi, Yanping
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Börsenkurs \| Share price \| Marktliquidität \| Market liquidity \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation \| Welt \| World \| 2010

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