ECO Contributions to Books

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ECO Contributions to Books

 

Recent Submissions

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    Title: Forecasting Volatility Using High-Frequency Data  Author(s): HANSEN, Peter Reinhard; LUNDE, Asger Date: 2011 Type of Publication: Contribution to book Abstract: 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. ...
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    Title: The Financial Implications of a Banking Union  Author(s): ALLEN, Franklin; CARLETTI, Elena; GIMBER, Andrew Date: 2012 Type of Publication: Contribution to book Abstract: With calls for a banking union to resolve the issue of banking interdependence within the Eurozone, this paper explores the reasons behind such a policy, how it should be implemented and the possible ramifications.
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    Title: Measure Theory  Author(s): KIRMAN, Alan Date: 1987 Type of Publication: Contribution to book
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    Title: Pareto as an Economist  Author(s): KIRMAN, Alan Date: 1987 Type of Publication: Contribution to book
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    Title: Combinatorics  Author(s): KIRMAN, Alan Date: 1987 Type of Publication: Contribution to book