InfoTrad-package | Calculates the Probability of Informed Trading (PIN) |
EA | Ersan and Alici (2016) Cluster analysis with the altered steps. |
EHO | Likelihood factorization of Easley et. al. (2010) - EHO Factorization |
GAN | GAN et al.(2015) Clustering based PIN Estimates |
InfoTrad | Calculates the Probability of Informed Trading (PIN) |
LK | Likelihood factorization of Lin and Ke (2011) - LK Factorization |
YZ | Yan and Zhang (2012) Grid-Search based PIN Estimates |