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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~person:"Shephard, Neil G."
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Shephard, Neil G.
Hendry, David F.
50
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26
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9
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9
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Department of Economics discussion paper series / University of Oxford
Economics discussion papers
35
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4
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Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
2
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579520
Saved in:
3
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:
4
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:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
6
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:
7
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
8
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:
9
Learning and filtering via simulation : smoothly jittered particle filters
Flury, Thomas
;
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003942746
Saved in:
10
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
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