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Working paper series / Johann-Wolfgang-Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance & Accounting
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Kokot, Stefan (2)
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2001
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077
Tackling boundary effects in nonparametric estimation of intra-day liquidity measures
(2001)
Grammig, Joachim
;
Hujer, Reinhard
;
Kokot, Stefan
053
Bias-free nonparametric estimation of intra-day trade activity measures
(2000)
Grammig, Joachim
;
Hujer, Reinhard
;
Kokot, Stefan
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