Annual Financial Market Liquidity Conference (AFML)
Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Conference talk
Speaker
Emanuele Guidotti
Event
Annual Financial Market Liquidity Conference
Date
Nov 11, 2021 — Nov 12, 2021
Location
Budapest, Hungary
Emanuele Guidotti
PhD Student in Finance
Interdisciplinary research at the intersection of finance, data science, and statistics.