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RRR
Perfectly reproducible
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RR
Practically perfect
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R
Minor discrepancies
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D
Potentially serious discrepancies
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DD
Serious discrepancies
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
Authors: David Ardia, Emanuele Guidotti, Tim A. Kroencke
- Article
- Reproducibility certificate
- Code & data
- Type of certification: Free (Guest researchers)
- Certification date: 06/26/2024