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
~subject:"Theory"
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
Analysis of High Dimensional M...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
104
Estimation theory
82
Schätztheorie
82
Volatility
55
Zeitreihenanalyse
53
Time series analysis
52
Stochastic process
48
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
more ...
less ...
Online availability
All
Free
29
Undetermined
7
Type of publication
All
Book / Working Paper
53
Article
50
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
Rezension
1
more ...
less ...
Language
All
English
103
Author
All
Shephard, Neil G.
55
Chib, Siddhartha
47
Barndorff-Nielsen, Ole E.
24
Shephard, Neil
6
Bos, Charles S.
5
Greenberg, Edward S.
5
Lunde, Asger
5
Hansen, Peter Reinhard
4
Nardari, Federico
4
Winkelmann, Rainer
4
Harvey, Andrew C.
3
Koopman, Siem Jan
3
Osiewalski, Jacek
3
Shin, Minchul
3
Steel, Mark F. J.
3
Tan, Fei
3
Zeng, Xiaming
3
Atkinson, Anthony C.
2
Doornik, Jurgen A.
2
Graversen, Svend Erik
2
Hamilton, Barton Hughes
2
Jacobi, Liana
2
Kim, Sangjoon
2
Kinnebrock, Silja
2
Manrique, Aurora
2
Pakel, Cavit
2
Pitt, Michael K.
2
Podolskij, Mark
2
Ramamurthy, Srikanth
2
Sheppard, Kevin
2
Zhao, Lingxiao
2
Albert, Jim
1
Atkinson, A. C.
1
Baranchuk, Nina
1
Basu, Parantap
1
Basu, Sanjib
1
Cavaliere, Giuseppe
1
Dark, Jonathan
1
Elerian, Ola
1
Ergashev, Bakhodir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
3
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Nuffield College
1
Published in...
All
Journal of econometrics
13
Economics discussion papers
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Department of Economics discussion paper series / University of Oxford
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Tinbergen Institute
3
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Oxford Financial Research Centre economics series
3
Department of Economics discussion paper series
2
Discussion paper / Department of Economics, University of Canterbury
2
Econometric reviews
2
Economics letters
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
The econometrics journal
2
The review of economic studies
2
Advances in Econometrics Ser.
1
Advances in econometrics
1
Advances in economics and econometrics ; Vol. 3
1
Bayesian econometrics
1
Computational economics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Finance and economics discussion series
1
Handbook of econometrics : volume 5
1
Journal of empirical finance
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Publikationen / Center for Applied Statistics and Economics
1
State space and unobserved component models : theory and applications
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
The Oxford handbook of Bayesian econometrics
1
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
1
The economic journal : the journal of the Royal Economic Society
1
The journal of futures markets
1
Time series models : in econometrics, finance and other fields
1
Working papers / Federal Reserve Bank of Philadelphia, Research Department
1
more ...
less ...
Source
All
ECONIS (ZBW)
103
Showing
1
-
10
of
103
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
;
Shephard, Neil G.
;
Chib, Siddhartha
-
1997
Persistent link: https://www.econbiz.de/10000932608
Saved in:
3
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
4
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:
5
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
6
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:
7
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
Saved in:
8
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:
9
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:
10
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
