Printed from https://ideas.repec.org/n/nep-mst/2011-01-03.html
Report NEP-MST-2011-01-03
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:
- David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," KIER Working Papers, Kyoto University, Institute of Economic Research, number 753, Dec.
- Item repec:hhs:bofrdp:2010_019 is not listed on IDEAS anymore
- Silvia Centanni & Marco Minozzo, 2010, "Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks," Working Papers, University of Verona, Department of Economics, number 22/2010, Dec.
- Jørgensen, Kjell & Valseth, Siri, 2010, "A market microstructure approach to cross-market spillovers," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/11, Dec.