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Report NEP-MST-2008-05-24
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:
Silja Kinnebrock & Mark Podolskij, 2008.
"An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models OFRC Working Papers Series
2008fe25, Oxford Financial Research Centre.
[Downloadable!] Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008.
"Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data Working Papers
2008_11, University of Venice "Ca' Foscari", Department of Economics.
[Downloadable!] Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008.
"Crisis and Hedge Fund Risk Working Papers
2008_10, University of Venice "Ca' Foscari", Department of Economics.
[Downloadable!] This page was last updated on 2009-12-6.
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 .