The Probability of Informed Trading Based on VAR Model

Min Xu, Shancun Liu. The Probability of Informed Trading Based on VAR Model. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 750-753, IEEE Computer Society, 2009. [doi]

Abstract

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