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~isPartOf:"Economics discussion papers"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Shephard, Neil G.
8
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7
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1
Generalized log-normal chain-ladder
Kuang, D.
;
Nielsen, Bent
-
2018
Persistent link: https://www.econbiz.de/10012492527
Saved in:
2
Measuring human development : a stochastic dominance approach
Pinar, Mehmet
;
Stengos, Thanasēs
;
Topaloglou, Nikolas
-
2012
Persistent link: https://www.econbiz.de/10009571564
Saved in:
3
Testing for bivariate stochastic dominance using inequality restrictions
Stengos, Thanasēs
;
Thompson, Brennan S.
-
2011
Persistent link: https://www.econbiz.de/10009155969
Saved in:
4
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
-
2015
Persistent link: https://www.econbiz.de/10011286018
Saved in:
5
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
6
Basics of Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579331
Saved in:
7
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Nielsen, Bent
;
Sohkanen, Jouni
-
2009
Persistent link: https://www.econbiz.de/10003875085
Saved in:
8
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
9
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
10
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
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