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Report NEP-MST-2022-05-09
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:
- Xianfei Hui & Baiqing Sun & Indranil SenGupta & Yan Zhou & Hui Jiang, 2022. "Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning," Papers 2204.02891, arXiv.org, revised Jan 2023.