Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2005
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/891 |
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| Institution: | Singapore Management University |
| Language: | English |
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