Stefan Schneeberger

CFDPs

CFDP 2033 Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," (March 2016) [51pp, Abstract] [See CFP CFP1617]

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CFPs

CFP 1617 Xiaohong Chen, Oliver B. Linton, Stefan Schneeberger, Yanping Yi, "Semiparametric Estimation of the Bid–ask Spread in Extended Roll Models," Journal of Econometrics, (January 2019), 208(1): 160-178 [See CFDP 2033]