Defeating the VPIN: Slipping into the Noise

The Journal of Trading 2017 / 06 Vol. 12; Iss. 3

Defeating the VPIN: Slipping into the Noise

Glikstein, E. Dan, Kryzanowski, Lawrence
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Volume:
12
Language:
english
Journal:
The Journal of Trading
DOI:
10.3905/jot.2017.12.3.037
Date:
June, 2017
File:
PDF, 1.49 MB
english, 2017
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