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A Market-Clearing Role for Ine...
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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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contributor
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2005
Persistent link: https://www.econbiz.de/10002689297
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2
Cancellation and uncertainty aversion on limit order books
Large, Jeremy
(
contributor
)
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983610
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3
Cancellation and uncertainty aversion on limit order books
Large, Jeremy
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contributor
)
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984061
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4
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009242566
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5
A market-clearing role for inefficiency on a limit order book
Large, Jeremy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003367574
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6
A market-clearing role for inefficiency on a limit order book
Large, Jeremy
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 102-117
Persistent link: https://www.econbiz.de/10003813190
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7
Measuring the resiliency of an electronic limit order book
Large, Jeremy
- In:
Journal of financial markets
10
(
2007
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003412607
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8
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519502
Saved in:
9
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003178589
Saved in:
10
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
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