Access Statistics for Jeremy Houston Large
Author contact details at EconPapers.
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A market-clearing role for inefficiency on a limit order book | 0 | 1 | 1 | 46 | 0 | 2 | 12 | 288 |
| Estimating quadratic variation when quoted prices change by a constant increment | 0 | 0 | 0 | 32 | 0 | 0 | 5 | 143 |
| Measuring the resiliency of an electronic limit order book | 1 | 5 | 10 | 242 | 9 | 18 | 42 | 577 |
| Moving Average-Based Estimators of Integrated Variance | 0 | 0 | 1 | 99 | 1 | 2 | 18 | 411 |
| Total Journal Articles | 1 | 6 | 12 | 419 | 10 | 22 | 77 | 1,419 |
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