OPUS at UTS: Search - Open Publications of UTS Scholars

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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; -
2001-01-01	A nonlinear time series model of El Niño	Hall, AD; Skalin, J; Teräsvirta, T
2008-01	Order aggressiveness and order book dynamics	Hall, AD; Hautsch, N; Bauwens, L; Pohlmeier, W; Veredas, D
2001-01	Regulatory Tools & Price Changes in Futures Markets	Hall, AD; Kofman, P
2007-01	Modelling the Buy and Sell Intensity in a Limit Order Book Market	Hall, AD; Hautsch, N
2006-01-01	Order aggressiveness and order book dynamics	Hall, AD; Hautsch, N
2010-01	Computing optimal mean/downside risk frontiers: The role of ellipiticity	Hall, AD; Satchell, SE; Satchell, S
2013-08-01	The anatomy of portfolio skewness and kurtosis	Hall, AD; Satchell, SE
2005-01	Some notes on a dynamic model of international fishing	Hall, AD; Szidarovszky, F; Zhao, J
2001-01	The Prediction of Earnings Movements Using Accounting Data: An Update & Extension of Ou and Penman	Bird, R; Gerlach, R; Hall, AD

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