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Report NEP-MST-2013-04-06
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:
- Bonsoo Koo & Oliver Linton, 2013, "Let's get LADE: robust estimation of semiparametric multiplicative volatility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/13, Mar.
- Frédéric Abergel & Grégoire Loeper, 2013, "Pricing and hedging contingent claims with liquidity costs and market impact," Working Papers, HAL, number hal-00802402, Mar, DOI: 10.2139/ssrn.2239498.
- Item repec:ner:euiflo:urn:hdl:1814/23750 is not listed on IDEAS anymore