Printed from https://ideas.repec.org/n/nep-mst/2012-05-08.html
Report NEP-MST-2012-05-08
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:
- Sujin Park & Oliver Linton, 2012, "Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise," FMG Discussion Papers, Financial Markets Group, number dp703, Apr.
- Item repec:hum:wpaper:sfb649dp2012-031 is not listed on IDEAS anymore
- Evzen Kocenda & Vit Bubak & Filip Zikes, 2011, "Volatility Transmission in Emerging European Foreign Exchange Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1020, Jul.