PIN: Estimates the parameters of a trading-tree model for the computation of the probability of informed trading

Using information for trade initiation, the package computes the probability of informed trading of Easley and O'Hara (1987).

Version: 0.8
Suggests: zoo, xts, highfrequency, TTR, timeDate, quantmod
Published: 2013-05-07
Author: P. Zagaglia
Maintainer: P. Zagaglia <paolo.zagaglia at gmail.com>
License: GPL-3
NeedsCompilation: no
In views: Finance
CRAN checks: PIN results

Downloads:

Reference manual: PIN.pdf
Package source: PIN_0.8.tar.gz
OS X binary: PIN_0.8.tgz
Windows binary: PIN_0.8.zip