I attended that presentation and I'm fairly certain Dale asked that we not share his code. Have you asked him for it? -- Joshua Ulrich | FOSS Trading: www.fosstrading.com
2011/1/8 Björn Hertzberg <[email protected]>: > 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 > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
