Open AccessAn Empirical Study on Trading Techniques Using VPIN and High Frequency Data
Author(s) -
정대성,
박종해
Publication year - 2019
Publication title -
management and information systems review
Language(s) - English
Resource type - Journals
eISSN - 2733-4767
pISSN - 1598-2459
DOI - 10.29214/damis.2019.38.4.005
Subject(s) - high frequency trading , computer science , econometrics , economics , algorithmic trading , financial economics
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