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Report NEP-MST-2013-04-13
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:
- Wright, Jonathan & Gürkaynak, Refet, 2013, "Identification and Inference Using Event Studies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9388, Mar.
- Marcellino, Massimiliano & Venditti, Fabrizio & Porqueddu, Mario, 2013, "Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9334, Feb.
- Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2013, "A robust neighborhood truncation approach to estimation of integrated quarticity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1078.
- Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove, 2013, "Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-015, Feb.