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Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.; Kinnebrock, Silja; Shephard, … - 2008
Persistent link: https://www.econbiz.de/10003807090
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Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit; Shephard, Neil G.; Sheppard, Kevin - 2009
Persistent link: https://www.econbiz.de/10003898321
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Learning and filtering via simulation : smoothly jittered particle filters
Flury, Thomas; Shephard, Neil G. - 2009
Persistent link: https://www.econbiz.de/10003942746
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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
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Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009732804
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Stranded assets in the transition to a carbon-freeeconomy
Ploeg, Frederick van der; Rezai, Armon - 2019
Persistent link: https://www.econbiz.de/10012202360
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Oil discoveries and protectionism
Perez-Sebastian, Fidel; Raveh, Ohad; Ploeg, Frederick … - 2019
Persistent link: https://www.econbiz.de/10012202370
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Third-best carbon taxation : trading off emission cuts, equity, and efficiency
Ploeg, Frederick van der; Rezai, Armon; Tovar Reaños, … - 2024
Persistent link: https://www.econbiz.de/10015048333