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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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced 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, Oxford Financial Research Centre, number 2008fe25.
- Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008, "Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_11.
- Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008, "Crisis and Hedge Fund Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_10.