Selected Entire List   Rydberg, Tina Hviid  SSRN Author Rank: 23,910 by Downloads  Dr.   University of Oxford  Mansfield Road  Oxford, Oxfordshire OX1 3PG  United Kingdom  +44 1865 278692 (Phone)  +44 1865 278621 (Fax)  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Rydberg, Tina Hviid's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 857 Total Citations 34 Papers (3) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   A Modelling Framework for the Prices and Times of Trades Made on the New York Stock Exchange | Show Abstract Hide Abstract | Download | Nuffield College Working Paper W99-14 Working Paper Series Rydberg, Tina Hviid University of Oxford Shephard, Neil University of Oxford - Oxford-Man Institute Posted: 04 Jun 99 442 (29,954) 7 2.   Dynamics of Trade-by-Trade Price Movements: Decomposition and Models | View 2 Versions | Show Abstracts | Hide Abstracts| Journal of Financial Econometrics, Vol. 1, No. 1, pp. 2-25, 2003 Nuffield College Economics No. 1998-W19 Dynamics of Trade-by-Trade Price Movements: Decomposition and Models | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Shephard, Neil University of Oxford - Oxford-Man Institute Rydberg, Tina Hviid University of Oxford Posted: 30 May 02 Last Revised: 29 Jul 10 243 (60,980) 26 Dynamics of Trade-by-Trade Price Movements: Decomposition and Models | Show Abstract Hide Abstract | Journal of Financial Econometrics, Vol. 1, No. 1, pp. 2-25, 2003 Accepted Paper Series Shephard, Neil University of Oxford - Oxford-Man Institute Rydberg, Tina Hviid University of Oxford Posted: 29 Feb 08 0   activity, decompostition, directions, GLARMA, size, transactions data   Dynamics of Trade-By-Trade Price Movements: Decomposition and Models | Show Abstract Hide Abstract | Download | Nuffield College Economics No. 1998-W19 Working Paper Series Rydberg, Tina Hviid University of Oxford Shephard, Neil University of Oxford - Oxford-Man Institute Posted: 30 May 02 243 26   3.   Modelling Trade-By-Trade Price Movements of Multiple Assets Using Multivariate Compound Poisson Processes | Show Abstract Hide Abstract | Download | Working Paper Series Rydberg, Tina Hviid University of Oxford Shephard, Neil University of Oxford - Oxford-Man Institute Posted: 23 Sep 99 172 (86,407) 1 Records 1 - 3 of 3 matches [ 1 ]

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