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Browse "College of Business(경영대학)" by Subject VPIN▼aHigh frequency trading▼aMarket maker▼aRisk indicator

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한국 주식시장에서의 VPIN 모형 비교: bulk classification vs trade rule = Comparing VPIN models in the korean stock market: bulk classification vs trade rulelink

신성민; 변석준; et al, 한국과학기술원, 2021

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