Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Exeley Inc.
2020-12-01
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| Series: | Statistics in Transition |
| Subjects: | |
| Online Access: | https://www.exeley.com/exeley/journals/statistics_in_transition/21/5/pdf/10.21307_stattrans-2020-057.pdf |