| Name : R-InfoTrad
| |
| Version : 1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.11.1
| Date : 2024-06-20 10:55:13
|
| Group : Development/Libraries/Other
| Source RPM : R-InfoTrad-1.2-lp154.11.1.src.rpm
|
| Size : 0.05 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Calculates the Probability of Informed Trading (PIN)
|
Description :
Estimates the probability of informed trading (PIN) initially
introduced by Easley et. al. (1996)
< doi:10.1111/j.1540-6261.1996.tb04074.x> . Contribution of the package
is that it uses likelihood factorizations of Easley et. al. (2010)
< doi:10.1017/S0022109010000074> (EHO factorization) and Lin and Ke
(2011) < doi:10.1016/j.finmar.2011.03.001> (LK factorization). Moreover,
the package uses different estimation algorithms. Specifically, the
grid-search algorithm proposed by Yan and Zhang (2012)
< doi:10.1016/j.jbankfin.2011.08.003> , hierarchical agglomerative
clustering approach proposed by Gan et. al. (2015)
< doi:10.1080/14697688.2015.1023336> and later extended by Ersan and
Alici (2016) < doi:10.1016/j.intfin.2016.04.001> .
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
