Improvements in estimating the probability of informed trading models
Year of publication: |
2021
|
---|---|
Authors: | Cheng, Tsung-Chi ; Lai, Hung-neng |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 5, p. 771-796
|
Subject: | Market microstructure | Maximum likelihood method | Mixture distribution | Probability of informed trading | Marktmikrostruktur | Wertpapierhandel | Securities trading | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Asymmetrische Information | Asymmetric information | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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