Liquidity-adjusted Return and Volatility, and Autoregressive Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Deng, Qi, Zhou, Zhong-guo
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Risk Management Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.08693