Report NEP-MST-2007-09-24This 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.
The following items were announced in this report:
- Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp225, IIIS.
- Item repec:cdl:ucsdec:2005-07r2 is not listed on IDEAS anymore
- de Vilder, Robin G. & Visser, Marcel P., 2007. "Volatility Proxies for Discrete Time Models," MPRA Paper 4917, University Library of Munich, Germany.