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

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dc.contributor.author Hall, AD
dc.contributor.author Hautsch, N
dc.contributor.author McCulloch, JD
dc.contributor.editor -
dc.date.accessioned 2010-05-18T06:53:32Z
dc.date.issued 2003-01
dc.identifier.citation 58th European Meeting of the Econometric Society, 2003, pp. 1 - 23
dc.identifier.other E1 en_US
dc.identifier.uri http://hdl.handle.net/10453/7574
dc.publisher European Meeting of Economtric Society
dc.title Estimating the intensity of buy and sell arrivals in a limit order book market
dc.type Conference Proceeding
dc.parent 58th European Meeting of the Econometric Society
dc.journal.number en_US
dc.publocation Stickholm, Sweden en_US
dc.publocation Stickholm, Sweden
dc.publocation Stickholm, Sweden
dc.publocation Stickholm, Sweden
dc.identifier.startpage 1 en_US
dc.identifier.endpage 23 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference en_US
dc.conference Verified OK en_US
dc.conference European Meeting of the Econometric Society
dc.conference European Meeting of the Econometric Society
dc.conference European Meeting of the Econometric Society
dc.conference.location Stockholm, Sweden en_US
dc.for 150201 Finance
dc.for 140302 Econometric and Statistical Methods
dc.for 150202 Financial Econometrics
dc.personcode 970384
dc.personcode 030908
dc.percentage 50 en_US
dc.classification.name Financial Econometrics en_US
dc.classification.type FOR-08 en_US
dc.custom European Meeting of the Econometric Society en_US
dc.date.activity 20030819 en_US
dc.date.activity 2003-08-19
dc.date.activity 2003-08-19
dc.date.activity 2003-08-19
dc.location.activity Stockholm, Sweden en_US
dc.location.activity Stockholm, Sweden
dc.location.activity Stockholm, Sweden
dc.location.activity Stockholm, Sweden
dc.description.keywords NA
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
utslib.copyright.status Open Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10


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