International Conference on Quantitative Finance and Financial Econometrics (QFFE)
Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Conference talk
Session
High frequency data
Speaker
Emanuele Guidotti
Event
International Conference on Quantitative Finance and Financial Econometrics
Date
Jun 16, 2022 — Jun 17, 2022
Location
Marseille, France
Emanuele Guidotti
PhD Student in Finance
Interdisciplinary research at the intersection of finance, data science, and statistics.