Narrow search
Showing 1 - 7 of 7
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Cover Image
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G. - In: Econometric theory 7 (1991) 4, pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
Cover Image
Distribution of the ML estimator of an MA(1) and a local level model
Shephard, Neil G. - In: Econometric theory 9 (1993) 3, pp. 377-401
Persistent link: https://www.econbiz.de/10001151128
Cover Image
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
Cover Image
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-720
Persistent link: https://www.econbiz.de/10007268465
Cover Image
Distribution of the ML Estimator of an MA(1) and a Local Level Model
Shephard, Neil - In: Econometric theory 9 (1993) 3, pp. 377-401
Persistent link: https://www.econbiz.de/10007019293
Cover Image
BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
Flury, Thomas; Shephard, Neil - In: Econometric theory 27 (2011) 5, pp. 933-957
Persistent link: https://www.econbiz.de/10009287898