//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics discussion papers"
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
Stochastic Volatility: Origins...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Estimation theory
8
Schätztheorie
8
Theorie
8
Theory
8
Financial market
6
Finanzmarkt
6
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Großbritannien
5
United Kingdom
5
Multivariate Analyse
4
Multivariate analysis
4
Bayes-Statistik
3
Bayesian inference
3
Correlation
3
Econometric model
3
Higher education finance
3
Korrelation
3
Martingal
3
Martingale
3
State space model
3
Studienfinanzierung
3
Zustandsraummodell
3
Ökonometrisches Modell
3
Bildungsinvestition
2
CAPM
2
Core
2
Econometrics
2
Human capital investment
2
Markov chain
2
Markov-Kette
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
more ...
less ...
Online availability
All
Free
35
Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Working Paper
33
Language
All
English
35
Author
All
Shephard, Neil G.
35
Barndorff-Nielsen, Ole E.
15
Sheppard, Kevin
6
Hansen, Peter Reinhard
3
Lunde, Asger
3
Chib, Siddhartha
2
Graversen, Svend Erik
2
Noureldin, Diaa
2
Andersen, Torben
1
Bos, Charles S.
1
Doornik, Jurgen A.
1
Doucet, Arnaud
1
Engle, Robert F.
1
Flury, Thomas
1
Hendry, David F.
1
Jacod, Jean
1
Kinnebrock, Silja
1
Mykland, Per A.
1
Nakajima, Jouchi
1
Omori, Yasuhiro
1
Pakel, Cavit
1
Pitt, Michael K.
1
Pollard, David G.
1
Winkel, Matthias
1
Xiu, Dacheng
1
more ...
less ...
Institution
All
Nuffield College
7
Published in...
All
Economics discussion papers
Economics Papers / Economics Group, Nuffield College, University of Oxford
313
Oxford University Economic and Social History Series
125
Economics Series Working Papers / Department of Economics, Oxford University
69
Memo / Økonomisk Institut, Aarhus Universitet
40
Journal of econometrics
38
Economics working paper
25
NBER Working Paper
25
OFRC Working Papers Series
25
CESifo Working Paper Series
22
Working paper / National Bureau of Economic Research, Inc.
22
CREATES research paper
21
Department of Economics discussion paper series / University of Oxford
20
CESifo working papers
19
Discussion paper / Centre for Economic Policy Research
16
Discussion paper series / IZA
13
Econometric theory
12
Emerald studies in global strategic responsiveness
12
Oxford Financial Research Centre economics series
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
CFS working paper series
10
IDB Publications (Working Papers)
10
Journal of Econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / Iowa State University, Department of Economics
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
European economic review : EER
8
IZA Discussion Paper
8
Nationaløkonomisk tidsskrift
8
The Scandinavian journal of economics
8
CREATES Research Paper
7
Economics letters
7
Working paper / Department of Economics, University of Aarhus
7
Working papers / Financial Institutions Center
7
IZA world of labor : evidence-based policy making
6
Journal of applied econometrics
6
The journal of finance : the journal of the American Finance Association
6
CESifo Forum
5
Danmarks Nationalbank working papers
5
Discussion papers / CEPR
5
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
2
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
3
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
Saved in:
4
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
Saved in:
5
The actual financing costs of English higher education student loans
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747332
Saved in:
6
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
7
Submission to the review on "higher education funding and student finance"
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003943204
Saved in:
8
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
9
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->