Tackling boundary effects in nonparametric estimation of intra-day liquidity measures
| Authors: | GRAMMIG, Joachim ; HUJER, Reinhard ; KOKOT, Stefan |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Computational Statistics, 17, 233-249, 2002 Number -1551 |
| Other identifiers: | 10.1007/s001800200104 [DOI] |
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Persistent link: https://www.econbiz.de/10010926959