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~institution:"Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie"
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dynamic EKOP model
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intraday liquidity modeling
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Bien, Katarzyna
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Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie
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Working Papers / Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie
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Informed and Uninformed Trading in the EUR/PLN Spot Market
Bien, Katarzyna
-
Zakład Ekonometrii Stosowanej, Szkoła Główna …
-
2011
forecast a time-varying probability of
informed
trading
(PIN). The predictions of PIN are used to test the impact of …
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