Annual Meeting of the German Finance Association (DGF)
Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Conference talk
Session
Financial econometrics
Speaker
Emanuele Guidotti
Discussant
Dennis Umlandt
Event
Annual Meeting of the German Finance Association
Date
Sep 30, 2021 — Oct 2, 2021
Location
Innsbruck, Austria
Emanuele Guidotti
PhD Student in Finance
Interdisciplinary research at the intersection of finance, data science, and statistics.