Classifies implicit trading activity from market quotes and computes the probability of informed trading


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Documentation for package ‘FinAsym’ version 1.0

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FinAsym-package Classifies implicit trading activity from market quotes and computes the probability of informed trading
classify_quotes Classification of implicit trade origination from market quotes
FinAsym Classifies implicit trading activity from market quotes and computes the probability of informed trading
pin_likelihood Log-likelihood function for the estimation of the structural model of Easley and O'Hara (1987).