A new spread estimator
Date
2015-03-05
Authors
Advisors
Journal Title
Journal ISSN
ISSN
Volume Title
Publisher
Springer
Type
Article
Peer reviewed
Yes
Abstract
Description
The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.
Keywords
Citation
Bleaney, M. and Li, Z. (2016) A new spread estimator. Review of Quantitative Finance and Accounting, 47 (1), pp. : 179-211