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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
Statistik
Bamberg, Günter, (2001)
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Stochastic volatility : selected readings
Shephard, Neil G., (2005)
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G., (1996)
Distribution of the ML estimator of an MA(1) and a local level model
Shephard, Neil G., (1993)