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~person:"Shephard, Neil G."
~subject:"Forecasting model"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
~subject:"Statistical distribution"
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Forecasting model
Korrelation
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Statistical distribution
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Shephard, Neil G.
Ledoit, Olivier
13
Wolf, Michael
13
Caporin, Massimiliano
12
Bauwens, Luc
11
De Nard, Gianluca
8
Bonato, Matteo
7
Braione, Manuela
7
Hafner, Christian M.
7
McAleer, Michael
7
Ranaldo, Angelo
7
Schmid, Wolfgang
7
Storti, Giuseppe
7
Voev, Valeri
7
Barndorff-Nielsen, Ole E.
6
Engle, Robert F.
6
Gribisch, Bastian
6
Hartkopf, Jan Patrick
6
Hautsch, Nikolaus
6
Patton, Andrew J.
6
Bodnar, Taras
5
Croux, Christophe
5
Erlenmaier, Ulrich
5
Halbleib, Roxana
5
Kyj, Lada M.
5
Liesenfeld, Roman
5
Opschoor, Anne
5
Rombouts, Jeroen V. K.
5
Bollerslev, Tim
4
Gao, Jiti
4
Gersbach, Hans
4
Kapetanios, George
4
Lakonishok, Josef
4
Laurent, Sébastien
4
Lucas, André
4
Pan, Guangming
4
Quaedvlieg, Rogier
4
Reh, Laura
4
Sheppard, Kevin
4
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Department of Economics discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
State space and unobserved component models : theory and applications
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
2
Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.
;
Nielsen, Bent
;
Shephard, Neil G.
- In:
State space and unobserved component models : theory …
,
(pp. 205-235)
.
2004
Persistent link: https://www.econbiz.de/10009719924
Saved in:
3
Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2001
Persistent link: https://www.econbiz.de/10001598164
Saved in:
4
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
5
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Saved in:
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