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~person:"Chen, Xiaohong"
~subject:"Empirical characteristic function"
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Empirical characteristic function
Estimation theory
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Chen, Xiaohong
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Semiparametric estimation of the bid-ask spread in extended roll models
Chen, Xiaohong
;
Linton, Oliver
;
Schneeberger, Stefan
; …
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
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