Estimating the effective BID/ASK spread from time and sales data
- 1 June 1994
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 14 (4) , 437-455
- https://doi.org/10.1002/fut.3990140406
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- The Folded Normal DistributionTechnometrics, 1961
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