Browsing byAuthorHautsch, N
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
2003-01 | Estimating the intensity of buy and sell arrivals in a limit order book market | Hall, AD; Hautsch, N; McCulloch, JD; - |
2007-01 | Modelling the Buy and Sell Intensity in a Limit Order Book Market | Hall, AD; Hautsch, N |
2008-01 | Order aggressiveness and order book dynamics | Hall, AD; Hautsch, N; Bauwens, L; Pohlmeier, W; Veredas, D |
2006-01-01 | Order aggressiveness and order book dynamics | Hall, AD; Hautsch, N |