ECO Contributions to Books: Recent submissions
Now showing items 11-15 of 113
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Title:A Markov chain estimator of multivariate volatility from high frequency data Author(s):HANSEN, Peter Reinhard; HOREL, Guillaume; LUNDE, Asger; ARCHAKOV, IlyaDate:2016Citation:Mark PODOLSKIJ, Robert STELZER, Steen THORBJØRNSEN and Almut E. D. VERAART (eds), The fascination of probability, statistics and their applications : in Honour of Ole E. Barndorff-Nielsen, [S.l.] : Springer Verlag, 2016, pp. 361-394Type:Contribution to bookAbstract:We introduce a multivariate estimator of financial volatility that is based on the theory of Markov chains. The Markov chain framework takes advantage of the discreteness of high-frequency returns. We study the finite ...
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Title:Development as diffusion : manufacturing productivity and Sub-Saharan Africa's missing middle Author(s):GELB, Alan; MEYER, Christian J. ; RAMACHANDRAN, VijayaDate:2015Citation:Justin YIFU LIN and Célestin MONGA (eds), The Oxford handbook of Africa and economics : context and concepts, Oxford : Oxford University Press, 2015, Oxford handbooks, OnlineOnlyType:Contribution to bookAbstract:This chapter considers economic development of sub-Saharan Africa from the perspective of slow convergence of productivity, both across sectors and across firms within sectors. Why have “productivity enclaves,” islands of ...
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Title:Investiciono ponasanje samoupravnog preduzeca - implikacije teorijskog modela za Jugoslaviju Author(s):UVALIC, Milica Date:1991Citation:Nikola COBELJIC (ed.), Jugoslovenski model socijalisticke privrede (trzisnog socijalizma) : teorijska zasnovanost i mogucnost operacionalizacije, Belgrade : Srpska akademija nauka i umetnosti, 1991, Ekonomski zbornik ; 8, pp. 209-228Type:Contribution to book
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Title:How different is Yugoslavia? Author(s):UVALIC, Milica Date:1991Citation:Commission of the European Communities (ed.), European economy : the path of reform in Central and Eastern Europe, Luxembourg : Office for Official Publications of the European Communities, 1991, European economy. Special edition ; 2, pp. 199-213Type:Contribution to book
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Title:Shareholding schemes in the Yugoslav economy Author(s):UVALIC, Milica Date:1989Citation:Christine KESSIDES, Timothy KING, Mario NUTI and Catherine SOKIL (eds) - Financial reform in socialist economies, Washington, D.C. : World Bank, 1989, EDI Seminar Series, pp. 106-125Type:Contribution to book