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Improvements in estimating the probability of informed trading models - MaRDI portal

Improvements in estimating the probability of informed trading models (Q5014208)

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scientific article; zbMATH DE number 7436800
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Improvements in estimating the probability of informed trading models
scientific article; zbMATH DE number 7436800

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    Improvements in estimating the probability of informed trading models (English)
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    1 December 2021
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    probability of informed trading
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    maximum likelihood method
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    mixture distribution
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    market microstructure
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