This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-MST-2009-01-31
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:
Antonio Mele, 2008.
"Information Linkages and Correlated Trading ,"
FMG Discussion Papers
dp620, Financial Markets Group.
[Downloadable!] (restricted) Ying Chen & Wolfgang Härdle & Uta Pigorsch, 2009.
"Localized Realized Volatility Modelling ,"
SFB 649 Discussion Papers
SFB649DP2009-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Laib, Fodil & Radjef, MS, 2008.
"Optimal Strategies for Automated Traders in a Producer-Consumer Futures Market ,"
MPRA Paper
12965, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-12-13.
This information is provided to you by 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 .