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ECONIS (ZBW)
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Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
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2005
Persistent link: https://www.econbiz.de/10002689297
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Cancellation and uncertainty aversion on limit order books
Large, Jeremy
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983610
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A market-clearing role for inefficiency on a limit order book
Large, Jeremy
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2006
Persistent link: https://www.econbiz.de/10003367574
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