IDEAS home Printed from https://ideas.repec.org/f/pla212.html
   My authors  Follow this author

Jeremy Houston Large

Personal Details

First Name:Jeremy
Middle Name:Houston
Last Name:Large
Suffix:
RePEc Short-ID:pla212
[This author has chosen not to make the email address public]
http://www.economics.ox.ac.uk/members/jeremy.large/

Affiliation

Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/
RePEc:edi:sfeixuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lanier, Joshua & Large, Jeremy & Quah, John, 2022. "Estimating Very Large Demand Systems," INET Oxford Working Papers 2023-01, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  2. Field, Jonathan & Large, Jeremy, 2008. "Pro-rata matching and one-tick futures markets," CFS Working Paper Series 2008/40, Center for Financial Studies (CFS).
  3. Jeremy Large & Thomas Norman, 2008. "Ergodic Equilibria in Stochastic Sequential Games," Economics Series Working Papers 405, University of Oxford, Department of Economics.
  4. Jeremy Large, 2007. "Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment," Economics Series Working Papers 340, University of Oxford, Department of Economics.
  5. Jeremy Large, 2006. "A Market-Clearing Role for Inefficiency on a Limit Order Book," Economics Papers 2006-W08, Economics Group, Nuffield College, University of Oxford.
  6. Jeremy Large, 2005. "Estimating quadratic variation when quoted prices jump by a constant increment," Economics Papers 2005-W05, Economics Group, Nuffield College, University of Oxford.
  7. Jeremy Large, 2004. "Cancellation and Uncertainty Aversion on Limit Order Books," Economics Papers 2004-W05, Economics Group, Nuffield College, University of Oxford.

Articles

  1. Large, Jeremy, 2011. "Estimating quadratic variation when quoted prices change by a constant increment," Journal of Econometrics, Elsevier, vol. 160(1), pages 2-11, January.
  2. Large, Jeremy, 2009. "A market-clearing role for inefficiency on a limit order book," Journal of Financial Economics, Elsevier, vol. 91(1), pages 102-117, January.
  3. Peter Hansen & Jeremy Large & Asger Lunde, 2008. "Moving Average-Based Estimators of Integrated Variance," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 79-111.
  4. Large, Jeremy, 2007. "Measuring the resiliency of an electronic limit order book," Journal of Financial Markets, Elsevier, vol. 10(1), pages 1-25, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2005-07-03 2006-03-18 2007-08-18 2023-03-06
  2. NEP-FIN: Finance (3) 2004-02-08 2004-02-29 2006-08-12
  3. NEP-FMK: Financial Markets (3) 2004-02-08 2004-02-29 2006-08-12
  4. NEP-COM: Industrial Competition (2) 2023-03-06 2023-12-11
  5. NEP-DCM: Discrete Choice Models (2) 2023-03-06 2023-12-11
  6. NEP-MST: Market Microstructure (2) 2006-08-12 2007-08-18
  7. NEP-UPT: Utility Models and Prospect Theory (2) 2023-03-06 2023-12-11
  8. NEP-BIG: Big Data (1) 2023-03-06
  9. NEP-CFN: Corporate Finance (1) 2006-03-18
  10. NEP-CMP: Computational Economics (1) 2023-03-06
  11. NEP-GTH: Game Theory (1) 2008-10-13
  12. NEP-MIC: Microeconomics (1) 2004-02-29

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jeremy Houston Large should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.