//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Shephard, Neil G."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Analysis of covariance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Analysis of variance
5
Varianzanalyse
5
Correlation
4
Korrelation
4
Theorie
4
Theory
4
Regression analysis
3
Regressionsanalyse
3
Capital income
1
Disciplined convex optimization
1
Forecast
1
Forecasting model
1
High-frequency data
1
Kapitaleinkommen
1
Market frictions
1
Measurement
1
Messung
1
Minimum variance portfolio
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Prognoseverfahren
1
Realized kernel
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
5
Author
All
Shephard, Neil G.
Ledoit, Olivier
15
Wolf, Michael
15
Schmid, Wolfgang
14
Caporin, Massimiliano
12
Bauwens, Luc
11
Hafner, Christian M.
11
Kapetanios, George
11
Bodnar, Taras
10
Herwartz, Helmut
10
Christensen, Kim
9
De Nard, Gianluca
9
Podolskij, Mark
9
Ferrer-i-Carbonell, Ada
8
Hartung, Joachim
8
Hodrick, Robert J.
8
Voev, Valeri
8
Watanabe, Toshiaki
8
Barndorff-Nielsen, Ole E.
7
Bollerslev, Tim
7
Bonato, Matteo
7
Braione, Manuela
7
Gao, Jiti
7
Gribisch, Bastian
7
Inoue, Atsushi
7
McAleer, Michael
7
Oomen, Roel C. A.
7
Opschoor, Anne
7
Paterlini, Sandra
7
Patton, Andrew J.
7
Ranaldo, Angelo
7
Storti, Giuseppe
7
Zheng, Xinghua
7
Andersen, Torben
6
Engle, Robert F.
6
Fengler, Matthias R.
6
Frondel, Manuel
6
Golosnoy, Vasyl
6
Hartkopf, Jan Patrick
6
Hautsch, Nikolaus
6
Herrmann, Andreas
6
more ...
less ...
Published in...
All
Department of Economics discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
State space and unobserved component models : theory and applications
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
2
Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.
;
Nielsen, Bent
;
Shephard, Neil G.
- In:
State space and unobserved component models : theory …
,
(pp. 205-235)
.
2004
Persistent link: https://www.econbiz.de/10009719924
Saved in:
3
Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598164
Saved in:
4
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
5
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->