Improved Dividend Estimation from Intraday Quotes

Liquid financial markets, such as the options market of the S&P 500 index, create vast amounts of data every day, i.e., so-called intraday data. However, this highly granular data is often reduced to single-time when used to estimate financial quantities. This under-utilization of the data may r...

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Detalles Bibliográficos
Autores principales: Söderbäck, Pontus, Blomvall, Jörgen, Singull, Martin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8774800/
https://www.ncbi.nlm.nih.gov/pubmed/35052121
http://dx.doi.org/10.3390/e24010095

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8774800/
https://www.ncbi.nlm.nih.gov/pubmed/35052121
http://dx.doi.org/10.3390/e24010095

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