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type_genre:"Bibliography included"
type_genre:"Publication in honor of a person"
~person:"Shephard, Neil G."
~subject:"ARCH-Modell"
~subject:"Geldpolitik"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Shephard, Neil G.
Francq, Christian
26
Zakoïan, Jean-Michel
22
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18
Lütkepohl, Helmut
17
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15
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13
Hafner, Christian M.
13
Linton, Oliver
13
McAleer, Michael
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12
Audrino, Francesco
10
Sheppard, Kevin
10
White, Halbert
10
Winker, Peter
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Robert, Christian P.
9
Angrist, Joshua D.
8
Engle, Robert F.
8
Kilian, Lutz
8
Pedersen, Rasmus Søndergaard
8
Preminger, Arie
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Silvennoinen, Annastiina
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7
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Hall, Alastair R.
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Horváth, Lajos
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6
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Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
4
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
5
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
7
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-371
Persistent link: https://www.econbiz.de/10003374317
Saved in:
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