Report NEP-MST-2016-08-14
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, RSS, or Mastodon.
Other reports in NEP-MST
The following items were announced in this report:
- Ying Chen & Wolfgang K. Härdle & Wee Song Chua, 2016. "Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics," SFB 649 Discussion Papers SFB649DP2016-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.