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Testing VPIN on Big Data Response to 'Reflecting on the VPIN Dispute'

SSRN Electronic Journal
doi 10.2139/ssrn.2318259
Full Text
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Abstract

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Date

January 1, 2013

Authors
Kesheng WuWes BethelMing GuDavid LeinweberOliver Ruebel
Publisher

Elsevier BV


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