On the computation of LOT liquidity measure

Zhao Wandi; Wang Mingjin

首页> 外文期刊>Economics letters >On the computation of LOT liquidity measure

【24h】

On the computation of LOT liquidity measure

机译：关于很多流动性测度的计算

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

Based on an extensive simulation study and a real data analysis, we show that the widely used estimation method of LOT liquidity model, i.e. the Mixed MLE method, is not consistent and the Y-split method should be used instead. (C) 2015 Elsevier B.V. All rights reserved.

著录项

来源
《Economics letters》 |2015年第11期|76-80|共5页
作者
Zhao Wandi; Wang Mingjin;
展开▼
作者单位

Peking Univ, Guanghua Sch Management, Beijing 100871, Peoples R China;

Peking Univ, Guanghua Sch Management, Beijing 100871, Peoples R China;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
Liquidity; LOT model; Estimation; Simulation;

机译：流动性;很多模型;估计;模拟;

相似文献

外文文献
中文文献
专利

1. Computation of market risk measures with stochastic liquidity horizon [J] . Colldeforns-Papiol Gemma, Ortiz-Gracia Luis Journal of Computational and Applied Mathematics . 2018,第期

机译：随机流动性地平线计算市场风险措施
2. Do liquidity measures measure liquidity? [J] . Ruslan Y. Goyenko, Craig W. Holden, Charles A. Trzcinka Journal of financial economics . 2009,第2期

机译：流动性措施能衡量流动性吗？
3. National Governance and Corporate Liquidity in Organization of Islamic Cooperation Countries: Evidence based on a Sharia-compliant Liquidity Measure [J] . Chen Naiwei, Yu Min-Teh Emerging markets review . 2021,第Juna期

机译：伊斯兰合作国家组织中的国家治理和企业流动资金：基于符合伊斯兰教的流动性措施的证据
4. The role of analytical preprocessing in computational electromagnetics or why it may pay a lot to do a little analysis before jumping head-on into heavy computation [C] . Mittra, R. . 1990

机译：分析预处理在计算电磁学中的作用，或者为什么在直接进入繁重的计算之前可能需要花费大量精力进行少量分析
5. Measuring the Effect of Firm-Level Investor Sentiment on Liquidity and Financial Distress [D] . ?Garcia, John 2020

机译：衡量企业级投资者情绪对流动性和财务困境的影响
6. Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure Liquidity? [O] . Barbara Będowska-Sójka, Krzysztof Echaust 2020

机译：根据日常价格和报价进行流动性代理真正衡量流动性吗？
7. A Comparison of Static Measures of Liquidity to Integrative Measures of Financial and Operating Liquidity: An Application to Restaurant Operators and Restaurant Franchisors [O] . Canina, Linda, Carvell, Steve 2008

机译：流动性静态衡量指标与财务和经营流动性综合衡量指标的比较：对餐饮经营者和餐馆特许经营者的应用

On the computation of LOT liquidity measure

摘要

著录项

相似文献

相关主题

期刊订阅