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person:"Shephard, Neil G."
~subject:"Multivariate analysis"
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Search: subject_exact:"GARCH-Modell"
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Multivariate analysis
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Shephard, Neil G.
Hafner, Christian M.
16
McAleer, Michael
16
Caporin, Massimiliano
11
Herwartz, Helmut
11
Rombouts, Jeroen V. K.
10
Silvennoinen, Annastiina
9
Teräsvirta, Timo
8
Asai, Manabu
7
De Nard, Gianluca
7
Dhaene, Geert
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Koopman, Siem Jan
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Ledoit, Olivier
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Sheppard, Kevin
7
Wolf, Michael
7
Laurent, Sébastien
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Noureldin, Diaa
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Stentoft, Lars
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Allen, David E.
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Audrino, Francesco
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Bauwens, Luc
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Engle, Robert F.
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Janus, Paweł
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Lucas, André
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Paolella, Marc S.
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Powell, Robert
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Rombouts, J. V. K.
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Trojani, Fabio
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Wu, Jianbin
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Xu, Yongdeng
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Fermanian, Jean-David
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Hansen, Peter Reinhard
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Karanasos, Menelaos
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1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
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2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
4
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
5
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:
6
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
Saved in:
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