eguidotti/bidask eguidotti/bidask

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    73
  • Rank 433,657 (Top 9 %)
  • Language
    R
  • License
    GNU General Publi...
  • Created over 2 years ago
  • Updated 12 months ago
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eguidotti/bidask
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eguidotti

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Repository Details

Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

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