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Message-ID: <75425379-6EA0-4803-8CDA-EAE2F0DC9369@gmail.com>
Date: 2011-01-08T17:07:07Z
From: Björn Hertzberg
Subject: kyle.r?

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