[R-SIG-Finance] kyle.r?

Björn Hertzberg bjorn.hertzberg at gmail.com
Sat Jan 8 18:07:07 CET 2011

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?



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