Printed from https://ideas.repec.org/n/nep-mst/2009-03-28.html
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Item repec:dgr:eureir:1765010904 is not listed on IDEAS anymore
- Daisuke Nagakura & Toshiaki Watanabe, 2009, "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-11, Mar.
- Item repec:ecb:ecbwps:200901024 is not listed on IDEAS anymore