Estimating the Bid-Ask Spread in a Heteroskedastic Market: The Case of Foreign Currency Futures

AuthID
P-009-52C
2
Author(s)
Document Type
Article
Year published
1994
Published
in Review of Quantitative Finance and Accounting, ISSN: 0924-865X
Volume: 4, Issue: 3, Pages: 219-237
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Publication Identifiers
Scopus: 2-s2.0-0012666041
Source Identifiers
ISSN: 0924-865X
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