Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
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- Jarosław Duda & Henryk Gurgul & Robert Syrek, 2020. "Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction," Statistics in Transition New Series, Polish Statistical Association, vol. 21(5), pages 99-118, December.
References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2019-11-11 (Econometrics)
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