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Report NEP-MST-2007-01-28
This is the archive for NEP-MST , a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-MST
The following items were anounced in this report:
Christian T. Brownlees & Giampiero Gallo, 2006.
"Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns Econometrics Working Papers Archive
wp2006_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!] Giovanni De Luca & Giampiero M. Gallo, 2005.
"Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models Econometrics Working Papers Archive
wp2005_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!] Giulia Iori & Roberto Renò & Giulia de Masi & Guido Caldarelli, 2006.
"Trading strategies in the Italian Interbank Market City University Economics Discussion Papers
06/03, Department of Economics, City University, London.
[Downloadable!] Giulia Iori & Ovidiu V. Precup, 2006.
"Weighted Network Analysis of High Frequency Cross-Correlation Measures City University Economics Discussion Papers
06/10, Department of Economics, City University, London.
[Downloadable!] Ovidiu Precup & Giulia Iori, 2005.
"Cross-Correlation Measures in the High-Frequency Domain City University Economics Discussion Papers
05/04, Department of Economics, City University, London.
[Downloadable!] Vanessa Mattiussi & Giulia Iori, 2006.
"Currency Futures Volatility during the 1997 East Asian Crisis: An Application of Fourier Analysis City University Economics Discussion Papers
06/09, Department of Economics, City University, London.
[Downloadable!] Marc Jeannin & Giulia Iori & David Samuel, 2006.
"Modeling Stock Pinning City University Economics Discussion Papers
06/04, Department of Economics, City University, London.
[Downloadable!] This page was last updated on 2009-12-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .