Tackling boundary effects in nonparametric estimation of intra-day liquidity measures
Year of publication: |
2001
|
---|---|
Authors: | Grammig, Joachim ; Hujer, Reinhard ; Kokot, Stefan |
Publisher: |
Frankfurt a. M. : Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften |
Subject: | Handelsvolumen der Börse | Bias | Schätztheorie | Schätzung | Theorie | USA | Statistische Verteilung | Nichtlineares Verfahren |
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