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The sensitivity of VPIN to the choice of trade classification algorithm

Pöppe, T. and Moos, S. and Schiereck, D. (2016):
The sensitivity of VPIN to the choice of trade classification algorithm.
In: Journal of Banking & Finance, pp. 165-181, 73, [Online-Edition: http://www.sciencedirect.com/science/article/pii/S0378426616...],
[Article]

Item Type: Article
Erschienen: 2016
Creators: Pöppe, T. and Moos, S. and Schiereck, D.
Title: The sensitivity of VPIN to the choice of trade classification algorithm
Language: English
Journal or Publication Title: Journal of Banking & Finance
Volume: 73
Divisions: 01 Department of Law and Economics > Betriebswirtschaftliche Fachgebiete
01 Department of Law and Economics > Betriebswirtschaftliche Fachgebiete > Corporate finance
01 Department of Law and Economics
Date Deposited: 10 Oct 2016 12:46
Official URL: http://www.sciencedirect.com/science/article/pii/S0378426616...
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