Asymptotic comparison of three spread estimators based on Roll’s model

Document Details

Document Type
Pub Defense Publication
Publication Date
Jul 01, 2019
Source ID
10.1016/j.physa.2019.03.044

Entities

People

  • Chao Liu
  • Chao Wang
  • Yang Gao
  • Yaojun Wang
  • Yunhai Li

Organizations

  • Defense Threat Reduction Agency
  • National Natural Science Foundation of China
  • National Science Foundation