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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Shephard, Neil G."
~subject:"Prognoseverfahren"
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Zeitreihenanalyse
Prognoseverfahren
Estimation theory
6
Schätztheorie
6
Time series analysis
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Multivariate Analyse
2
Multivariate analysis
2
Share price
2
00.12.1993
1
Asynchronous data
1
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1
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1
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1
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Dynamische Wirtschaftstheorie
1
EM algorithm
1
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Großbritannien
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Induktive Statistik
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Shephard, Neil G.
Phillips, Peter C. B.
12
Taylor, Robert
12
Leybourne, Stephen James
8
Linton, Oliver
8
Li, Jia
6
Todorov, Viktor
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Francq, Christian
5
Harvey, David I.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Lee, Ji Hyung
5
Li, Yingying
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Bollerslev, Tim
4
Cai, Zongwu
4
Chambers, Marcus J.
4
Demetrescu, Matei
4
Elliott, Graham
4
Georgiev, Iliyan
4
Li, Qi
4
Müller, Ulrich K.
4
Ng, Serena
4
Sun, Yixiao
4
Tu, Yundong
4
Zakoïan, Jean-Michel
4
Baillie, Richard
3
Baltagi, Badi H.
3
Chen, Rong
3
Clark, Todd E.
3
Corradi, Valentina
3
Dong, Chaohua
3
Fan, Jianqing
3
Gao, Jiti
3
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Journal of econometrics
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Suntory Toyota International Centre for Economics and Related Disciplines
3
Department of Economics discussion paper series / University of Oxford
2
Economics discussion papers
2
CREATES research paper
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Oxford Financial Research Centre economics series
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The review of economic studies
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ECONIS (ZBW)
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1
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
2
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
4
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
(
contributor
); …
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
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