Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction

Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction

Bibliographic Details
Main Authors:	Jarosław Duda, Henryk Gurgul, Robert Syrek
Format:	Article
Language:	English
Published:	Exeley Inc. 2020-12-01
Series:	Statistics in Transition
Subjects:	machine learning conditional distribution bid-ask spread liquidity
Online Access:	https://www.exeley.com/exeley/journals/statistics_in_transition/21/5/pdf/10.21307_stattrans-2020-057.pdf

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