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~person:"Shephard, Neil G."
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Non-commercial literature"
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Estimation theory
Maximum-Likelihood-Schätzung
Stochastic process
19
Stochastischer Prozess
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Schätztheorie
18
Theorie
18
Theory
18
Volatility
16
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16
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Shephard, Neil G.
Phillips, Peter C. B.
74
Nielsen, Morten Ørregaard
47
Johansen, Søren
39
Chernozhukov, Victor
38
Newey, Whitney K.
36
Swanson, Norman R.
32
Croux, Christophe
31
Linton, Oliver
31
Wolf, Michael
30
Pesaran, M. Hashem
29
Cai, Zongwu
28
Nielsen, Bent
27
Lechner, Michael
26
Kapetanios, George
25
Lewbel, Arthur
25
Weidner, Martin
25
Chen, Xiaohong
24
Kitagawa, Toru
22
White, Halbert
21
McAleer, Michael
19
Andrews, Donald W. K.
18
Fernández-Val, Iván
18
MacKinnon, James G.
18
Teräsvirta, Timo
18
Jansson, Michael
17
Ledoit, Olivier
17
Sun, Yixiao
17
Woutersen, Tiemen
17
Hsu, Yu-Chin
16
Hu, Yingyao
16
Giles, David E. A.
15
Racine, Jeffrey
15
Giraitis, Liudas
14
Jochmans, Koen
14
Kaplan, David M.
14
Koop, Gary
14
Marcellino, Massimiliano
14
Simar, Léopold
14
Berenguer-Rico, Vanessa
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Economics discussion papers
8
Department of Economics discussion paper series / University of Oxford
6
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3
CREATES research paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
20
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial
economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Saved in:
3
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:
4
Econometrics of testing for jumps in financial
economics
using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
5
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
6
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:
7
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:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
9
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/10009532682
Saved in:
10
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
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