{"id":"https://openalex.org/W3123705388","doi":"https://doi.org/10.1007/s11424-019-7364-4","title":"New Moment Estimators of the Effective Spread Based on Daily High and Low Prices","display_name":"New Moment Estimators of the Effective Spread Based on Daily High and Low Prices","publication_year":2019,"publication_date":"2019-12-01","ids":{"openalex":"https://openalex.org/W3123705388","doi":"https://doi.org/10.1007/s11424-019-7364-4","mag":"3123705388"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-019-7364-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-019-7364-4","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102740704","display_name":"Yang Gao","orcid":"https://orcid.org/0000-0003-4644-0266"},"institutions":[{"id":"https://openalex.org/I37796252","display_name":"Beijing University of Technology","ror":"https://ror.org/037b1pp87","country_code":"CN","type":"education","lineage":["https://openalex.org/I37796252"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yang Gao","raw_affiliation_strings":["School of Economics and Management, Beijing University of Technology, Beijing, 100124, China","School of Economics and Management, Beijing University of Technology, Beijing, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Beijing University of Technology, Beijing, 100124, China","institution_ids":["https://openalex.org/I37796252"]},{"raw_affiliation_string":"School of Economics and Management, Beijing University of Technology, Beijing, China","institution_ids":["https://openalex.org/I37796252"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007503678","display_name":"Mingjin Wang","orcid":"https://orcid.org/0000-0003-1024-0131"},"institutions":[{"id":"https://openalex.org/I20231570","display_name":"Peking University","ror":"https://ror.org/02v51f717","country_code":"CN","type":"education","lineage":["https://openalex.org/I20231570"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Mingjin Wang","raw_affiliation_strings":["Guanghua School of Management, Peking University, Beijing, 100871, China","Guanghua School of Management, Peking University, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Guanghua School of Management, Peking University, Beijing, 100871, China","institution_ids":["https://openalex.org/I20231570"]},{"raw_affiliation_string":"Guanghua School of Management, Peking University, Beijing, China","institution_ids":["https://openalex.org/I20231570"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5065435766","display_name":"Yaojun Wang","orcid":"https://orcid.org/0000-0001-9079-0840"},"institutions":[{"id":"https://openalex.org/I20231570","display_name":"Peking University","ror":"https://ror.org/02v51f717","country_code":"CN","type":"education","lineage":["https://openalex.org/I20231570"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yaojun Wang","raw_affiliation_strings":["Guanghua School of Management, Peking University, Beijing, 100871, China","Guanghua School of Management, Peking University, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Guanghua School of Management, Peking University, Beijing, 100871, China","institution_ids":["https://openalex.org/I20231570"]},{"raw_affiliation_string":"Guanghua School of Management, Peking University, Beijing, China","institution_ids":["https://openalex.org/I20231570"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5102740704"],"corresponding_institution_ids":["https://openalex.org/I37796252"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.2044,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.57961713,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"32","issue":"6","first_page":"1693","last_page":"1726"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.9689000248908997,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.9689000248908997,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11061","display_name":"Ocean Waves and Remote Sensing","score":0.9488000273704529,"subfield":{"id":"https://openalex.org/subfields/1910","display_name":"Oceanography"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.940500020980835,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7740299105644226},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.7527774572372437},{"id":"https://openalex.org/keywords/complex-system","display_name":"Complex system","score":0.7280041575431824},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4313313066959381},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4136640429496765},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3871704339981079},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.34098541736602783},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2772050201892853},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.20824778079986572},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.16386419534683228}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7740299105644226},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.7527774572372437},{"id":"https://openalex.org/C47822265","wikidata":"https://www.wikidata.org/wiki/Q854457","display_name":"Complex system","level":2,"score":0.7280041575431824},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4313313066959381},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4136640429496765},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3871704339981079},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.34098541736602783},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2772050201892853},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.20824778079986572},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.16386419534683228},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-019-7364-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-019-7364-4","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.5099999904632568,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W1590007075","https://openalex.org/W1724047872","https://openalex.org/W1970694313","https://openalex.org/W2034903818","https://openalex.org/W2035606631","https://openalex.org/W2039682891","https://openalex.org/W2050031929","https://openalex.org/W2066330232","https://openalex.org/W2082778322","https://openalex.org/W2086987861","https://openalex.org/W2089416626","https://openalex.org/W2104559023","https://openalex.org/W2123188446","https://openalex.org/W2127243480","https://openalex.org/W2139816392","https://openalex.org/W2147537249","https://openalex.org/W2157201362","https://openalex.org/W2158120228","https://openalex.org/W3121291268","https://openalex.org/W3121425277","https://openalex.org/W3121812192","https://openalex.org/W3122448887","https://openalex.org/W3122846200","https://openalex.org/W3123071367","https://openalex.org/W3123783648","https://openalex.org/W3123979702","https://openalex.org/W3124925117","https://openalex.org/W3125666236","https://openalex.org/W3125969941"],"related_works":["https://openalex.org/W4287880334","https://openalex.org/W4366700029","https://openalex.org/W4285230481","https://openalex.org/W4385769873","https://openalex.org/W2015759683","https://openalex.org/W4281634296","https://openalex.org/W4319161863","https://openalex.org/W2371687270","https://openalex.org/W2112927832","https://openalex.org/W2966643660"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
