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Browse "Graduate School of Finance(금융전문대학원)" by Subject High-frequency market▼aTrade classification▼aOrder flow toxicity▼aMarket microstructure▼aSidecar

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거래 데이터로부터 정보식별 및 VPIN 모형비교: Kospi200 선물시장을 중심으로 = Information identification and VPIN model comparison from transaction data: Focusing on the Kospi200 futures marketlink

김창균; 변석준; et al, 한국과학기술원, 2023

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