roll model 1984的相關文章
An Extended Model of Effective Bid-ask Spread - Cass ...

An Extended Model of Effective Bid-ask Spread - Cass ...

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日期:2025-12-14
2012年3月20日 - extend Roll's model of estimating bid-ask spread to include multiple spreads .... In deriving the Method of Moments estimator Roll (1984) makes ......看更多