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Report NEP-MST-2012-02-08
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:
- Jozef Barunik & Ladislav Kristoufek, 2012, "On Hurst exponent estimation under heavy-tailed distributions," Papers, arXiv.org, number 1201.4786, Jan.
- N. Vvedenskaya & Y. Suhov & V. Belitsky, 2012, "A non-linear model of trading mechanism on a financial market," Papers, arXiv.org, number 1201.4580, Jan.