Two papers accepted for presentation at 4thVienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance 2019

Con­grat­u­la­tions to Nikolaus Hautsch, Chris­toph Sch­euch and Stefan Voigt for this great res­ult. Their pa­pers will be presen­ted at the 4thVi­enna Work­shop on High-Di­men­sional Time Ser­ies in Mac­roe­co­nom­ics and Fin­ance 2019.

Lim­its to Ar­bit­rage in Mar­kets with Stochastic Set­tle­ment Latency
Nikolaus Hautsch, Chris­toph Sch­euch, and Stefan Voigt

Lim­its to Ar­bit­rage and Li­quid­ity Pro­vi­sion
Stefan Voigt