Report NEP-MST-2011-03-26This 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.
The following items were announced in this report:
- Iead Rezek, 2011. "Constrained Mixture Models for Asset Returns Modelling," Papers 1103.2670, arXiv.org.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011. "The Identification of Price Jumps," CERGE-EI Working Papers wp434, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
- Item repec:eui:euiwps:eco2011/03 is not listed on IDEAS anymore
- V. T. X. de Almeida & L. Moriconi, 2011. "Option Pricing from Wavelet-Filtered Financial Series," Papers 1103.3639, arXiv.org, revised Dec 2012.