科技报告详细信息
Testing Vpin on Big Data Response to Reflecting on the Vpin Dispute | |
Wu, Kesheng ; Bethel, E. Wes ; Gu, Ming ; Leinweber, David ; Ruebel, Oliver | |
关键词: false positive rate; probability of informed trading; VPIN; | |
DOI : 10.2172/1165210 RP-ID : LBNL-6394E PID : OSTI ID: 1165210 |
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学科分类:数学(综合) | |
美国|英语 | |
来源: SciTech Connect | |
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RO201704180001793LZ | 466KB | download |