Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading
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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/892 |
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sg-smu-ink.soe_research-18912010-09-23T05:48:03Z Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading TSE, Yiu Kuen 2005-08-01T07:00:00Z text https://ink.library.smu.edu.sg/soe_research/892 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics International Economics |
| institution |
Singapore Management University |
| building |
SMU Libraries |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
SMU Libraries |
| collection |
InK@SMU |
| language |
English |
| topic |
Econometrics International Economics |
| spellingShingle |
Econometrics International Economics TSE, Yiu Kuen Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading |
| format |
text |
| author |
TSE, Yiu Kuen |
| author_facet |
TSE, Yiu Kuen |
| author_sort |
TSE, Yiu Kuen |
| title |
Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading |
| title_short |
Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading |
| title_full |
Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading |
| title_fullStr |
Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading |
| title_full_unstemmed |
Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading |
| title_sort |
modeling trade directions with autoregressive conditional marked durations and the probability of informed trading |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2005 |
| url |
https://ink.library.smu.edu.sg/soe_research/892 |
| _version_ |
1770569330556141568 |