✦ LIBER ✦

A simple approximation of intraday spreads using daily data

✍ Scribed by Chung, Kee H.; Zhang, Hao

Book ID: 121468917
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 332 KB
Volume: 17
Category: Article
ISSN: 1386-4181
DOI: 10.1016/j.finmar.2013.02.004

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