International Risk Management Conference (IRMC)
Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Conference talk
Session
Liquidity in financial markets
Speaker
Emanuele Guidotti
Event
International Risk Management Conference
Date
Oct 1, 2021 — Oct 2, 2021
Location
Cagliari, Italy
Emanuele Guidotti
PhD Student in Finance
Interdisciplinary research at the intersection of finance, data science, and statistics.