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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]

This list was generated on Sat Jul 20 00:45:13 2019 CEST.