Printed from https://ideas.repec.org/n/nep-mst/2018-12-10.html
Report NEP-MST-2018-12-10
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:
- Vladim'ir Hol'y & Petra Tomanov'a, 2018, "Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy," Papers, arXiv.org, number 1811.09312, Nov, revised Oct 2025.
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2018, "Testing for Stationarity at High Frequency," Working Papers, University of Sydney, School of Economics, number 2018-09, Jul.
- Item repec:rim:rimwps:18-42 is not listed on IDEAS anymore
- Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018, "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers, University of Sydney, School of Economics, number 2018-10, Jul.