Cumulative Standard Normal Distribuition
Posted: Wed Jun 25, 2014 8:12 pm
Hi All,
I am new to EViews using version 8 and trying to sort trades by ascending time order i.e, T(i+1)>T(i )∀ i . Also, I want to estimate Z(.) the cumulative standard normal distribution of price changes series to be able to calculate the "Bulk Classification" of buy trade initiator from sell trade initiator., i.e. Probabilistic approach of the VPIN.
Please could you advice how or whether there is a specified commands used to the calculate them?
Thanks
I am new to EViews using version 8 and trying to sort trades by ascending time order i.e, T(i+1)>T(i )∀ i . Also, I want to estimate Z(.) the cumulative standard normal distribution of price changes series to be able to calculate the "Bulk Classification" of buy trade initiator from sell trade initiator., i.e. Probabilistic approach of the VPIN.
Please could you advice how or whether there is a specified commands used to the calculate them?
Thanks