Does the probability of informed trading model fit empirical data?
Quan Gan, Wang Chun Wei, David Johnstone
| Year of publication: |
February 2017
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|---|---|
| Authors: | Quan Gan ; Wang Chun Wei ; Johnstone, David |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 52.2017, 1, p. 5-35
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| Subject: | PIN | dependence structure | copula | mixture model | Rosenblatt's transformation | goodness-of-fit test | Multivariate Verteilung | Multivariate distribution | Wertpapierhandel | Securities trading | Wahrscheinlichkeitsrechnung | Probability theory | Marktmikrostruktur | Market microstructure | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12130 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011656854