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Shephard, Neil G.
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CREATES research paper
Economics discussion papers
35
Department of Economics discussion paper series / University of Oxford
20
Journal of econometrics
13
Oxford Financial Research Centre economics series
12
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Suntory Toyota International Centre for Economics and Related Disciplines
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IFS working paper
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The econometrics journal
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The review of economic studies
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Advanced texts in econometrics
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Advances in economics and econometrics ; Vol. 3
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Discussion paper / Center for Economic Research, Tilburg University
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Documento de trabajo / Centro de Estudios Monetarios y Financieros
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Oxford bulletin of economics and statistics
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Quantitative economics : QE ; journal of the Econometric Society
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State space and unobserved component models : theory and applications
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The economic journal : the journal of the Royal Economic Society
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Time series models : in econometrics, finance and other fields
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
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Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
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