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Subject
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Stochastic process
Theorie
104
Theory
103
Estimation theory
82
Schätztheorie
82
Volatility
55
Zeitreihenanalyse
53
Time series analysis
52
Stochastischer Prozess
48
Bayesian inference
47
Volatilität
46
Econometrics
41
Bayes-Statistik
37
Markov chain
32
Quadratic variation
32
Markov-Kette
31
Stochastic volatility
28
ARCH model
26
ARCH-Modell
26
Markov chain Monte Carlo
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Realised variance
25
Schätzung
24
Estimation
23
State space model
22
Simulation
21
Zustandsraummodell
21
Capital income
20
Kapitaleinkommen
20
Multivariate Analyse
20
Multivariate analysis
20
Financial market
19
Finanzmarkt
19
Großbritannien
18
stochastic volatility
18
Realised volatility
17
Ökonometrie
17
CAPM
16
United Kingdom
16
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Free
21
Undetermined
3
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Book / Working Paper
34
Article
14
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Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Article in journal
12
Aufsatz in Zeitschrift
12
Aufsatz im Buch
2
Aufsatzsammlung
2
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2
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1
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1
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1
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English
48
Author
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Shephard, Neil G.
39
Barndorff-Nielsen, Ole E.
18
Chib, Siddhartha
16
Andersen, Torben
4
Omori, Yasuhiro
4
Nakajima, Jouchi
3
Shin, Minchul
3
Tan, Fei
3
Elerian, Ola
2
Lunde, Asger
2
Manrique, Aurora
2
Nardari, Federico
2
Pitt, Michael K.
2
Shephard, Neil
2
Asai, Manabu
1
Bennedsen, Mikkel
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Graversen, Svend Erik
1
Harvey, Andrew C.
1
Pollard, David G.
1
Ramamurthy, Srikanth
1
Veraart, Almut
1
Veraart, Almut E. D.
1
Zeng, Xiaming
1
Zhao, Lingxiao
1
Zhou, Guofu
1
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Centre for Analytical Finance <Århus>
3
Nuffield College
3
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Economics discussion papers
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Journal of econometrics
4
Department of Economics discussion paper series / University of Oxford
3
Oxford Financial Research Centre economics series
3
Advanced texts in econometrics
2
CREATES research paper
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Mathematical finance
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Computational economics
1
Department of Economics discussion paper series
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
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
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The econometrics journal
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ECONIS (ZBW)
48
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1
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
2
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Saved in:
3
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
4
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
5
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
6
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
7
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
8
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
9
Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil G.
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
10
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
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