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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."
~type_genre:"Case study"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
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Estimation theory
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Shephard, Neil G.
Hendry, David F.
50
Castle, Jennifer
25
Zanetti, Francesco
25
Young, H. Peyton
23
Knight, John B.
22
Myatt, David P.
22
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20
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19
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17
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16
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16
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16
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15
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14
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14
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13
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13
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12
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12
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11
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11
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11
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11
Allen, Robert C.
10
Fafchamps, Marcel
10
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10
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10
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9
Ellison, Martin
9
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9
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9
Javorcik, Beata K. Smarzynska
9
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9
Sheppard, Kevin
9
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Ding, Sai
7
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
26
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1
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
2
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
3
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579520
Saved in:
4
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:
5
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
7
Efficient and feasible inference for the components of financial variation using blocked multipower variation
Mykland, Per A.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531529
Saved in:
8
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
9
Discrete-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10003981997
Saved in:
10
Learning and filtering via simulation : smoothly jittered particle filters
Flury, Thomas
;
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003942746
Saved in:
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