Printed from https://ideas.repec.org/n/nep-mst/2017-01-29.html
Report NEP-MST-2017-01-29
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:
- Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne 17006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jan KALLSEN & Johannes MUHLE-KARBE, 2014. "High-Resilience Limits of Block-Shaped Order Books," Swiss Finance Institute Research Paper Series 14-72, Swiss Finance Institute.