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Report NEP-MST-2016-08-14
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:
- Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016. "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers 2016-025, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.