Economics Working Papers in Oxford
Working Paper Series

Department of Economics Discussion Paper Series

Most recent paper | Date: November 2009 | Reference number: 463

Optimal Time-Invariant Monetary Policy

Charles Brendon

Nuffield College Economics Working Papers

Most recent paper | Date: July 2009 | Reference number: 2009-W03

Realising the future: forecasting with high frequency based volatility (HEAVY) models

Neil Shephard, Kevin Sheppard

Centre for the Study of African Economies Series

Most recent paper | Date: September 2009 | Reference number: CSAE WPS/2009-18

Can we evaluate network brokerage initiatives using data that are byproducts of the network broking process?

Abigail Barr
Sophie Alvarez, Katherine Tehelen and Boru Douthwaite

Oxford Financial Research Centre Economics Series

Most recent paper | Date: July 2009 | Reference number: 438

Realising the future: forecasting with high frequency based volatility (HEAVY) models

Neil Shephard, Kevin Sheppard