基于价格极值构建有效价差的广义矩估计

高扬, 王超

Construction of Generalized Method of Moments of Effective Spread Estimators based on Price Ranges

GAO Yang, WANG Chao

运筹与管理 . 2017, (3): 43 -53 . DOI: 10.12005/orms.2017.0056