Skip to content
#

maximum-likelihood-estimation

Here are 193 public repositories matching this topic...

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …

  • Updated Oct 22, 2024
  • R

Improve this page

Add a description, image, and links to the maximum-likelihood-estimation topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the maximum-likelihood-estimation topic, visit your repo's landing page and select "manage topics."

Learn more