NEP-MST-2009-03-28

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Report NEP-MST-2009-03-28

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.

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Other reports in NEP-MST

The following items were anounced in this report:

Bannouh, K. & Dijk, D.J.C. van & Martens, M.P.E., 2008. "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Report EI 2007-53 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series 09-E-11, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
Item repec:ecb:ecbwps:200901024 is not listed on IDEAS anymore

This page was last updated on 2009-12-6.

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