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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~person:"Shephard, Neil G."
~type_genre:"Case study"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
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Shephard, Neil G.
Hendry, David F.
50
Castle, Jennifer
25
Young, H. Peyton
23
Knight, John B.
22
Myatt, David P.
22
Zanetti, Francesco
22
Neary, J. Peter
20
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19
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17
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16
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16
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16
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15
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14
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14
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13
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12
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12
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12
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11
Quah, John K.-H.
11
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11
Allen, Robert C.
10
Fafchamps, Marcel
10
Doornik, Jurgen A.
9
Ellison, Martin
9
Forder, James
9
Gunatilaka, Ramani
9
Javorcik, Beata K. Smarzynska
9
Low, Hamish
9
Sheppard, Kevin
9
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9
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7
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7
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7
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Department of Economics discussion paper series / University of Oxford
Economics discussion papers
33
Oxford Financial Research Centre economics series
8
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2
Department of Economics discussion paper series
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
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ECONIS (ZBW)
18
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1
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
2
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579520
Saved in:
3
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:
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/10009531407
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
6
Efficient and feasible inference for the components of financial variation using blocked multipower variation
Mykland, Per A.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531529
Saved in:
7
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
8
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10003981997
Saved in:
9
Learning and filtering via simulation : smoothly jittered particle filters
Flury, Thomas
;
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003942746
Saved in:
10
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
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