Replication Package for "Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices"
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https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/G8DPBM
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资源简介：
Contains the replication package for "Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices" by David Ardia, Emanuele Guidotti, and Tim A. Kroencke. Additional code and data are available at https://github.com/eguidotti/bidask
提供机构：
Harvard Dataverse
创建时间：
2024-07-12
