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"New Moment Estimators of the Effective Spread Based on Daily High and Low ..."
Yang Gao, Mingjin Wang, Yaojun Wang (2019)
- Yang Gao, Mingjin Wang, Yaojun Wang:

New Moment Estimators of the Effective Spread Based on Daily High and Low Prices. J. Syst. Sci. Complex. 32(6): 1693-1726 (2019)

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