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kyle.r?

Björn Hertzberg 
I've been trying to find the code for simulating the Kyle 1985 model that Dale Rosenthal presented on his R/Finance 2009 market microstructure tutorial, but can't find it. Does anyone have a copy of it?

Regards,

Bjorn

Thread (5 messages)

Björn Hertzberg kyle.r? Jan 8 Joshua Ulrich kyle.r? Jan 8 Björn Hertzberg kyle.r? Jan 8 Joshua Ulrich kyle.r? Jan 8 Björn Hertzberg kyle.r? Jan 8