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Calculates the Probability of Informed Trading (PIN)

EAErsan and Alici (2016) Cluster analysis with the altered...
EHOLikelihood factorization of Easley et. al. (2010) - EHO...
GANGAN et al.(2015) Clustering based PIN Estimates
InfoTrad-packageCalculates the Probability of Informed Trading (PIN)
LKLikelihood factorization of Lin and Ke (2011) - LK...
YZYan and Zhang (2012) Grid-Search based PIN Estimates
InfoTrad documentation built on May 1, 2019, 10:24 p.m.