Ok, I'll speak with him directly. Thanks!
/bjorn Skickat från min iPhone 8 jan 2011 kl. 19:31 skrev Joshua Ulrich <[email protected]>: > Björn, > > 2011/1/8 Björn Hertzberg <[email protected]>: >> No, havn't spoken with him. If he wishes to keep it out of distribution, >> then I agree we should respect his wishes. Just need to check some things to >> know if it's worth spending more time on the (Kyle) model. >> > I spoke with Dale off-list and he said he's working the code into a > manuscript, so he wants to keep it out of distribution. > >> Do you know if there are any papers on the price distribution >> characteristics of the Kyle model? >> > I don't, but Dale probably would. That's another reason to contact > him directly. > > Best, > -- > Joshua Ulrich | FOSS Trading: www.fosstrading.com > > >> >> Regards, >> >> >> Bjorn >> >> >> >> >> 8 jan 2011 kl. 18:50 skrev Joshua Ulrich <[email protected]>: >> >>> 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.
