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~person:"Shephard, Neil G."
~subject:"Estimation theory"
~type_genre:"Non-commercial literature"
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Estimation theory
Stochastic process
19
Stochastischer Prozess
19
Schätztheorie
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Theorie
18
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18
Volatility
16
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16
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Shephard, Neil G.
Phillips, Peter C. B.
72
Nielsen, Morten Ørregaard
40
Chernozhukov, Victor
38
Newey, Whitney K.
36
Johansen, Søren
34
Swanson, Norman R.
32
Linton, Oliver
31
Croux, Christophe
30
Wolf, Michael
30
Pesaran, M. Hashem
29
Cai, Zongwu
28
Lechner, Michael
26
Nielsen, Bent
26
Kapetanios, George
25
Weidner, Martin
25
Lewbel, Arthur
24
Chen, Xiaohong
22
Kitagawa, Toru
22
Fernández-Val, Iván
18
MacKinnon, James G.
18
Teräsvirta, Timo
18
Andrews, Donald W. K.
17
Ledoit, Olivier
17
Woutersen, Tiemen
17
Hsu, Yu-Chin
16
Sun, Yixiao
16
White, Halbert
16
Giles, David E. A.
15
Hu, Yingyao
15
Giraitis, Liudas
14
Jochmans, Koen
14
Kaplan, David M.
14
Koop, Gary
14
Marcellino, Massimiliano
14
McAleer, Michael
14
Berenguer-Rico, Vanessa
13
Chao, John C.
13
Corradi, Valentina
13
Giles, Judith A.
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Centre for Analytical Finance <Århus>
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Nuffield College
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Economics discussion papers
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Department of Economics discussion paper series / University of Oxford
6
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2
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ECONIS (ZBW)
18
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial
economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Saved in:
3
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
4
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
5
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:
6
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:
7
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:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
9
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:
10
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
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