Printed from https://ideas.repec.org/n/nep-mst/2007-06-30.html
Report NEP-MST-2007-06-30
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.
Other reports in NEP-MST
The following items were announced in this report:
- Ysusi Carla, 2006. "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers 2006-10, Banco de México.
- Ysusi Carla, 2006. "Estimating Integrated Volatility Using Absolute High-Frequency Returns," Working Papers 2006-13, Banco de México.
- Gaël Giraud, 2007. "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Post-Print halshs-00155709, HAL.
- Item repec:hal:papers:halshs-00155717_v1 is not listed on IDEAS anymore