Report NEP-MST-2007-01-28

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Christian T. Brownlees & Giampiero Gallo, 2006. "Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns," Econometrics Working Papers Archive wp2006_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Giovanni De Luca & Giampiero M. Gallo, 2005. "Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models," Econometrics Working Papers Archive wp2005_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Item repec:cty:dpaper:0603 is not listed on IDEAS anymore

• Item repec:cty:dpaper:0610 is not listed on IDEAS anymore

• Item repec:cty:dpaper:0504 is not listed on IDEAS anymore

• Item repec:cty:dpaper:0609 is not listed on IDEAS anymore

• Item repec:cty:dpaper:0604 is not listed on IDEAS anymore