Title:Forecasting Volatility Using High-Frequency Data Author(s):HANSEN, Peter Reinhard; LUNDE, AsgerDate:2011Citation:
- Michael P. CLEMENTS and David F. HENDRY (eds), The Oxford Handbook of Economic Forecasting, Oxford, Oxford University Press, 2011, Oxford Handbooks, 525-556
Type:Contribution to bookAbstract:This article focuses on some aspects of high-frequency data and their use in volatility forecasting. High-frequency data can be used to construct volatility forecasts. The article reviews two leading approaches to this. ...
Title:Regulation and Competition Policy in the Banking Sector Author(s):CARLETTI, Elena; VIVES, XavierDate:2009Citation:
- Xavier VIVES (ed.), Competition Policy in Europe, Fifty Years of the Treaty of Rome, Oxford, Oxford University Press, 2009, 260-283.
Type:Contribution to book