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:
- David E. Allen & Michael McAleer & Marcel Scharth, 2009.
"Realized Volatility Risk,"
CARF-F-197, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Jan 2010.
- Item repec:ris:snbwpa:2010_014 is not listed on IDEAS anymore