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person:"Fornari, Fabio"
subject:"Share price"
~person:"Shephard, Neil G."
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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Share price
Capital income
Zeitreihenanalyse
Estimation theory
54
Schätztheorie
54
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22
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22
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13
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12
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12
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Fornari, Fabio
Shephard, Neil G.
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
56
Johansen, Søren
43
Franses, Philip Hans
41
Linton, Oliver
41
Lütkepohl, Helmut
41
Teräsvirta, Timo
40
Kapetanios, George
38
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
33
Harvey, Andrew C.
30
Sibbertsen, Philipp
30
Diebold, Francis X.
29
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
27
Nelson, Daniel B.
27
Stock, James H.
27
Taylor, Robert
27
Lucas, André
26
Li, Degui
25
Watson, Mark W.
25
Maravall Herrero, Agustín
24
Perron, Pierre
24
Nielsen, Bent
23
Peng, Bin
23
Robinson, Peter M.
23
Brännäs, Kurt
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Blasques, Francisco
21
Dong, Chaohua
21
Granger, C. W. J.
21
Hassler, Uwe
21
Härdle, Wolfgang
21
Cavaliere, Giuseppe
20
Ghysels, Eric
20
Gouriéroux, Christian
20
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Journal of econometrics
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3
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1
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
2
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579539
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
4
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
5
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:
6
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:
7
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
8
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
9
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Saved in:
10
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
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