Jeremy Houston Large
Names
| first: | Jeremy |
| middle: | Houston |
| last: | Large |
Identifer
| RePEc Short-ID: | pla212 |
Contact
| homepage: | http://www.economics.ox.ac.uk/members/jeremy.large/ |
Affiliations
-
Oxford University
/ Department of Economics
- EDIRC entry
- location:
Research profile
author of:
- Estimating quadratic variation when quoted prices change by a constant increment (RePEc:eee:econom:v:160:y:2011:i:1:p:2-11)
by Large, Jeremy - Measuring the resiliency of an electronic limit order book (RePEc:eee:finmar:v:10:y:2007:i:1:p:1-25)
by Large, Jeremy - A market-clearing role for inefficiency on a limit order book (RePEc:eee:jfinec:v:91:y:2009:i:1:p:102-117)
by Large, Jeremy - Cancellation and Uncertainty Aversion on Limit Order Books (RePEc:nuf:econwp:045)
by Jeremy Large - Estimating quadratic variation when quoted prices jump by a constant increment (RePEc:nuf:econwp:0505)
by Jeremy Large - A Market-Clearing Role for Inefficiency on a Limit Order Book (RePEc:nuf:econwp:0608)
by Jeremy Large - Cancellation and uncertainty aversion on limit order books (RePEc:oxf:wpaper:2004-fe-04)
by Jeremy Large - Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment (RePEc:oxf:wpaper:2005-fe-05)
by Jeremy Large - Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment (RePEc:oxf:wpaper:340)
by Jeremy Large - Ergodic Equilibria in Stochastic Sequential Games (RePEc:oxf:wpaper:405)
by Jeremy Large & Thomas Norman - Cancellation and uncertainty aversion on limit order books (RePEc:sbs:wpsefe:2004fe04)
by Jeremy Large - Estimating quadratic variation when quoted prices jump by a constant increment (RePEc:sbs:wpsefe:2005fe05)
by Jeremy Large - Moving Average-Based Estimators of Integrated Variance (RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:79-111)
by Peter Hansen & Jeremy Large & Asger Lunde - Pro-rata matching and one-tick futures markets (RePEc:zbw:cfswop:200840)
by Field, Jonathan & Large, Jeremy