Printed from https://ideas.repec.org/n/nep-mst/2008-09-13.html
Report NEP-MST-2008-09-13
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:
- Naoto Kunitomo & Seisho Sato, 2008, "Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-581, Aug.
- Brian M Lucey and Alexander Eastman, 2008, "Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp260, Aug.
- Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008, "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
[Analysis of the performance of Technical Analysis startegies applied to Intraday Market for the Future Contract of Ibovespa In," MPRA Paper, University Library of Munich, Germany, number 10351, Sep. - Christopher T. Conlon & Julie Holland Mortimer, 2008, "Demand Estimation Under Incomplete Product Availability," NBER Working Papers, National Bureau of Economic Research, Inc, number 14315, Sep.
- Frederico Pechir Gomes & Marcelo Yoshio Takami & Vinicius Ratton Brandi, 2008, "Foreign Exchange Market Volatility Information: An Investigation of Real-Dollar Exchange Rate," Working Papers Series, Central Bank of Brazil, Research Department, number 174, Aug.