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~isPartOf:"Journal of econometrics"
~person:"Chen, Xiaohong"
~person:"Vogt, Michael"
~subject:"Bid-ask spread"
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Bid-ask spread
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Estimation
2
Estimation theory
2
Latent variables
2
Roll model
2
Schätztheorie
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Schätzung
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Semiparametric estimation
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Theorie
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Theory
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Bid–ask spread
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Clustering of nonparametric curves
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Empirical characteristic function
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Factor structure
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Geld-Brief-Spanne
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Heterogeneous panel data
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Kernel smoothing
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Multiple time series
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Multiscale statistics
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Nonparametric regression
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Regional cluster
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Chen, Xiaohong
Vogt, Michael
Linton, Oliver
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Yi, Yanping
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Journal of econometrics
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Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
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