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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2022
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| 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 |