This package accomplishes two tasks: a) it classifies implicit trading activity from quotes in OTC markets using the algorithm of Lee and Ready (1991); b) based on information for trade initiation, the package computes the probability of informed trading of Easley and O'Hara (1987).
| Version: | 1.0 |
| Published: | 2012-04-03 |
| Author: | Paolo Zagaglia |
| Maintainer: | Paolo Zagaglia <paolo.zagaglia at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | FinAsym results |
| Reference manual: | FinAsym.pdf |
| Package source: | FinAsym_1.0.tar.gz |
| Windows binaries: | r-devel: FinAsym_1.0.zip, r-release: FinAsym_1.0.zip, r-oldrel: FinAsym_1.0.zip |
| macOS binaries: | r-release: FinAsym_1.0.tgz, r-oldrel: FinAsym_1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=FinAsym to link to this page.