Improvements in estimating the probability of informed trading models
作者： Tsung-Chi Cheng , Hung-Neng Lai
DOI: 10.1080/14697688.2020.1800805
关键词:
摘要: Two advances have been made in the estimation of probability informed trading (PIN) models. First, an initial-value-setting scheme has proposed, that sets up a grid for initial values mi...
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