Tackling Boundary Effects in Nonparametric Estimation of Intra-Day Liquidity Measures
Crossref DOI link: https://doi.org/10.1007/s001800200104
Published Online: 2019-11-04
Published Print: 2002-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grammig, Joachim
Hujer, Reinhard
Kokot, Stefan
Text and Data Mining valid from 2002-07-01
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Article History
First Online: 4 November 2019