विधियों की तुलना करें

	तरलता जोखिम मॉडल (अमिहुद, रोल, LOT)	साधारण न्यूनतम वर्ग (OLS) समाश्रयण
क्षेत्र	वित्त	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	2002	2019
प्रवर्तक	Amihud (2002); Roll (1984); Lesmond, Ogden & Trzcinka (LOT)	Wooldridge (textbook treatment); classical least squares
प्रकार	Liquidity / illiquidity measurement models	Linear regression
मौलिक स्रोत	Amihud, Y. (2002). Illiquidity and Stock Returns: Cross-Section and Time-Series Effects. Journal of Financial Markets, 5(1), 31-56.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
उपनाम	Amihud illiquidity, Roll spread estimator, LOT spread measure, Lesmond-Ogden-Trzcinka measure	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
संबंधित	5	5
सारांश	Liquidity Risk Models are a family of measures that quantify how easily an asset trades by capturing its price impact, its effective bid-ask spread, and a holding-period adjustment. The family brings together the Amihud illiquidity ratio (Amihud, 2002), the Roll serial-covariance spread estimator (Roll, 1984), and the LOT (Lesmond-Ogden-Trzcinka) realised-spread measure.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).