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Report NEP-MST-2011-10-01
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:cuf:wpaper:514 is not listed on IDEAS anymore
- Guglielmo D'Amico & Filippo Petroni, 2011, "A semi-Markov model with memory for price changes," Papers, arXiv.org, number 1109.4259, Sep, revised Dec 2011.
- Nicholas Wilson, 2011, "Fertility Responses to Prevention of Mother-to-Child Transmission of HIV," Department of Economics Working Papers, Department of Economics, Williams College, number 2011-11, May, revised Sep 2011.
- Vladimir Vovk, 2011, "The Capital Asset Pricing Model as a corollary of the Black-Scholes model," Papers, arXiv.org, number 1109.5144, Sep.
- Bretó, Carles & Veiga, Helena, 2011, "Forecasting volatility: does continuous time do better than discrete time?," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws112518, Jul.