@misc{GrammigHujerKokot2001,
  author    = {Joachim Grammig and Reinhard Hujer and Stefan Kokot},
  title     = {Tackling boundary effects in nonparametric estimation of intra-day liquidity measures},
  booktitle = {Universit{\"a}t Frankfurt am Main. Fachbereich Wirtschaftswissenschaften: [Working paper series / Finance and accounting] Working paper series, Finance \& Accounting ; No. 77},
  number    = {Juky 2011},
  institution = {Wirtschaftswissenschaften},
  series    = {Working paper series / Johann-Wolfgang-Goethe-Universit{\"a}t Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance \& Accounting},
  number    = {077},
  type      = {workingpaper},
  pages     = {34},
  year        = {2001},
}