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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Oxford Financial Research Centre economics series"
~person:"Shephard, Neil G."
~subject:"Time series analysis"
~type_genre:"Case study"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
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Shephard, Neil G.
Hendry, David F.
16
Castle, Jennifer
11
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4
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3
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2
Berenguer-Rico, Vanessa
2
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1
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Department of Economics discussion paper series / University of Oxford
Oxford Financial Research Centre economics series
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1
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
2
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579539
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
4
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003898321
Saved in:
5
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002704097
Saved in:
6
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
-
2004
Persistent link: https://www.econbiz.de/10002704142
Saved in:
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