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Stochastic volatility
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Shephard, Neil G.
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16
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ECONIS (ZBW)
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Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil G.
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
2
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G.
- In:
Time series models : in econometrics, finance and other …
,
(pp. 1-67)
.
1996
Persistent link: https://www.econbiz.de/10001319937
Saved in:
3
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
Saved in:
4
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
5
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
6
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
Saved in:
7
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
Saved in:
8
The actual financing costs of English higher education student loans
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747332
Saved in:
9
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
10
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:
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