Asymptotic comparison of three spread estimators based on...

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Physica A: Statistical Mechanics and its Applications 2019 / 3

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

Gao, Yang, Li, Yunhai, Wang, Yaojun, Wang, Chao, Liu, Chao
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Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.03.044
Date:
March, 2019
File:
PDF, 983 KB
2019
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