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type:"book"
type_genre:"Arbeitspapier"
~person:"Shephard, Neil G."
~subject:"Korrelation"
~subject:"Monte-Carlo-Simulation"
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Korrelation
Monte-Carlo-Simulation
Estimation theory
22
Schätztheorie
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Multivariate Analyse
7
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7
ARCH model
5
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5
Time series analysis
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4
Maximum likelihood estimation
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Shephard, Neil G.
Pesaran, M. Hashem
15
Ledoit, Olivier
11
Wolf, Michael
11
Kapetanios, George
10
Schorfheide, Frank
10
Herbst, Edward P.
9
Huber, Martin
8
Kitagawa, Toru
8
Lechner, Michael
8
Croux, Christophe
7
Phillips, Peter C. B.
7
Advani, Arun
6
Bibinger, Markus
6
Del Negro, Marco
6
Linton, Oliver
6
Matlin, Ethan
6
Sarfati, Reca
6
Słoczyński, Tymon
6
Bailey, Natalia
5
Bauwens, Luc
5
Gao, Jiti
5
Hafner, Christian M.
5
Hammond, Peter J.
5
Kiviet, J. F.
5
Koopman, Siem Jan
5
Reiß, Markus
5
Boudt, Kris
4
Cai, Michael
4
Chudik, Alexander
4
Doucet, Arnaud
4
Dufour, Jean-Marie
4
Giraitis, Liudas
4
Hautsch, Nikolaus
4
Hong, Han
4
Lunde, Asger
4
Reed, W. Robert
4
Rothe, Christoph
4
Schienle, Melanie
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Department of Economics discussion paper series / University of Oxford
3
Economics discussion papers
3
Global COE Hi-Stat discussion paper series
1
Mathematical finance
1
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ECONIS (ZBW)
8
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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
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
4
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
5
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
6
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
7
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
8
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
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