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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~person:"Shephard, Neil G."
~subject:"Korrelation"
~type_genre:"Case study"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
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Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
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2012
Persistent link: https://www.econbiz.de/10009579539
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
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Xiu, Dacheng
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2012
Persistent link: https://www.econbiz.de/10009531407
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