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Title: Testing Vpin on Big Data Response to Reflecting on the Vpin Dispute

Authors:
; ; ; ;
Publication Date:
OSTI Identifier:
1165210
Report Number(s):
LBNL-6394E
DOE Contract Number:
DE-AC02-05CH11231
Resource Type:
Technical Report
Research Org:
Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
Sponsoring Org:
USDOE Office of Science (SC)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING; false positive rate, probability of informed trading, VPIN