New Moment Estimators of the Effective Spread Based on Daily High and Low Prices
Crossref DOI link: https://doi.org/10.1007/s11424-019-7364-4
Published Online: 2019-12-14
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gao, Yang
Wang, Mingjin
Wang, Yaojun
Text and Data Mining valid from 2019-12-01
Version of Record valid from 2019-12-01
Article History
Received: 2 November 2017
Revised: 7 May 2018
First Online: 14 December 2019