Printed from https://ideas.repec.org/n/nep-mst/2013-01-19.html
Report NEP-MST-2013-01-19
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:
- E. Bacry & J. F Muzy, 2013. "Hawkes model for price and trades high-frequency dynamics," Papers 1301.1135, arXiv.org.
- Item repec:hal:journl:hal-00772798 is not listed on IDEAS anymore