STATISTICAL PROPERTIES OF THE ROLL SERIAL COVARIANCE BID ASK SPREAD ESTIMATOR

被引：73

作者：

HARRIS, L ^{[1
]}

机构：

[1] UNIV SO CALIF,SCH BUSINESS,LOS ANGELES,CA 90089

来源：

JOURNAL OF FINANCE | 1990年 / 45卷 / 02期

关键词：

D O I：

10.2307/2328671

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：579 / 590

页数：12

共 17 条

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