Narrow search
Showing 1 - 10 of 42
Cover Image
Stochastic volatility : selected readings
Shephard, Neil G. (contributor); Shephard, Neil G. (ed.) - 2005
Persistent link: https://www.econbiz.de/10001718768
Cover Image
Stochastic volatility
Shephard, Neil G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003067547
Cover Image
Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009747434
Cover Image
Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009732804
Cover Image
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E. (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Cover Image
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 1999
Persistent link: https://www.econbiz.de/10001455827
Cover Image
Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora; Shephard, Neil G. - In: The econometrics journal 1 (1998) 1, pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
Cover Image
The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
Cover Image
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
Cover Image
Normal modified stable processes
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2001
Persistent link: https://www.econbiz.de/10001598165