Estimating the intensity of buy and sell arrivals in a limit order book market

Hall, AD Hautsch, N McCulloch, JD

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Publisher:: European Meeting of Economtric Society
Publication Type:: Conference Proceeding
Citation:: 58th European Meeting of the Econometric Society, 2003, pp. 1 - 23
Issue Date:: 2003-01

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Field	Value	Language
dc.contributor.author	Hall, AD	en_US
dc.contributor.author	Hautsch, N	en_US
dc.contributor.author	McCulloch, JD	en_US
dc.contributor.editor	-	en_US
dc.date	2003-08-19	en_US
dc.date.issued	2003-01	en_US
dc.identifier.citation	58th European Meeting of the Econometric Society, 2003, pp. 1 - 23	en_US
dc.identifier.uri	http://hdl.handle.net/10453/7574
dc.publisher	European Meeting of Economtric Society	en_US
dc.relation.ispartof	58th European Meeting of the Econometric Society	en_US
dc.relation.ispartof	European Meeting of the Econometric Society	en_US
dc.title	Estimating the intensity of buy and sell arrivals in a limit order book market	en_US
dc.type	Conference Proceeding
utslib.location	Stickholm, Sweden	en_US
utslib.location.activity	Stockholm, Sweden	en_US
utslib.for	150201 Finance	en_US
utslib.for	140302 Econometric and Statistical Methods	en_US
utslib.for	150202 Financial Econometrics	en_US
dc.location.activity	Stockholm, Sweden	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.place-of-publication	Stickholm, Sweden	en_US
pubs.start-date	2003-08-19	en_US

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