Alternative Estimators for the Effective Spread Derived from High-Frequency Data

Joanna Olbryś , Michał Mursztyn

Abstract

n/a
Author Joanna Olbryś (FCS / DTCS)
Joanna Olbryś,,
- Department of Theoretical Computer Science
, Michał Mursztyn (FCS)
Michał Mursztyn,,
- Faculty of Computer Science
Pages177-188
Publication size in sheets0.55
Book Tarczyński Waldemar, Nermend Kesra (eds.): Effective Investments on Capital Markets, 2019, Springer, ISBN 978-3-030-21274-2, 511 p.
DOIDOI:10.1007/978-3-030-21274-2_13
Internal identifierROC 19-20
Languageen angielski
Score (nominal)20
Score sourcepublisherList
ScoreMinisterial score = 20.0, 04-03-2020, MonographChapterAuthor
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