Report NEP-MST-2007-12-08

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 announced in this report:

• Item repec:hhs:bofrdp:2007_023 is not listed on IDEAS anymore

• Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007, "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-515, Sep.
• Laib, Fodil & Laib, M.S., 2007, "Some mathematical properties of the futures market platform," MPRA Paper, University Library of Munich, Germany, number 6126, Dec.
• Item repec:pse:psecon:2007-31 is not listed on IDEAS anymore

Report NEP-MST-2007-12-08

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, or Bluesky.

Other reports in NEP-MST

The following items were announced in this report: