How to measure Liquidity measure Aggregation and volatility, Inferred trade direction from market data in R

Bryan D

Bryan D

How to measure Liquidity measure Aggregation and volatility, Inferred trade direction from market data in R

From http://www.econ.kuleuven.be/public/n09022/RTAQ_vignette.pdf

This appears to work ok but this RTAQ package is impressing me each time

Related Articles

Wishlist Member WooCommerce Plus - Sell Your Membership Products With WooCommerce The Right Way .

Powered by WishList Member - Membership Software