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~person:"Sheppard, Kevin"
~subject:"Korrelation"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Korrelation
Zeitreihenanalyse
ARCH model
14
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1987-2001
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Sheppard, Kevin
McAleer, Michael
38
Bauwens, Luc
15
Teräsvirta, Timo
13
Koopman, Siem Jan
11
Caporin, Massimiliano
10
Engle, Robert F.
10
Lütkepohl, Helmut
10
Gupta, Rangan
9
Lucas, André
9
Rombouts, Jeroen V. K.
9
Conrad, Christian
8
Nielsen, Morten Ørregaard
8
Silvennoinen, Annastiina
8
Allen, David E.
7
Dijk, Dick van
7
Hafner, Christian M.
7
Hansen, Peter Reinhard
7
Ledoit, Olivier
7
Medeiros, Marcelo C.
7
Saikkonen, Pentti
7
Wolf, Michael
7
Chang, Chia-Lin
6
Hallin, Marc
6
Härdle, Wolfgang
6
Krämer, Walter
6
Rahbek, Anders
6
Amado, Cristina
5
Caporale, Guglielmo Maria
5
Cavaliere, Giuseppe
5
Feng, Yuanhua
5
Lux, Thomas
5
Manera, Matteo
5
Powell, Robert
5
Shephard, Neil G.
5
Blasques, Francisco
4
Bos, Charles S.
4
Carnero, M. Angeles
4
Chen, Xiaohong
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ECONIS (ZBW)
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1
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
4
Nuisance parameters, composite likelihoods and a panel of
GARCH
models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003889435
Saved in:
5
Nuisance parameters, composite likelihoods and a panel of
GARCH
models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003898321
Saved in:
6
Asymmetric dynamics in the correlations of global equity and bond return
Cappiello, Lorenzo
-
2003
Persistent link: https://www.econbiz.de/10013434528
Saved in:
7
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
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