//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stochastic Volatility: Origins...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
6
Theorie
6
Theory
6
Financial market
4
Finanzmarkt
4
Multivariate Analyse
4
Multivariate analysis
4
Time series analysis
4
Zeitreihenanalyse
4
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Correlation
2
Korrelation
2
State space model
2
Zustandsraummodell
2
Algorithm
1
Algorithmus
1
Anlageverhalten
1
Asset management
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural finance
1
Bias
1
Bildungsinvestition
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CAPM
1
Capital income
1
Capital market returns
1
Derivat
1
Derivative
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Econometric model
1
more ...
less ...
Online availability
All
Free
20
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
20
Working Paper
20
Graue Literatur
18
Non-commercial literature
18
Language
All
English
20
Author
All
Shephard, Neil G.
20
Barndorff-Nielsen, Ole E.
7
Sheppard, Kevin
6
Hansen, Peter Reinhard
3
Lunde, Asger
3
Flury, Thomas
2
Noureldin, Diaa
2
Andersen, Torben
1
Doucet, Arnaud
1
Engle, Robert F.
1
Kinnebrock, Silja
1
Mykland, Per A.
1
Pakel, Cavit
1
Pollard, David G.
1
Xiu, Dacheng
1
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
Economics Papers / Economics Group, Nuffield College, University of Oxford
313
Oxford University Economic and Social History Series
125
Economics Series Working Papers / Department of Economics, Oxford University
69
Journal of econometrics
38
Memo / Økonomisk Institut, Aarhus Universitet
36
Economics discussion papers
35
OFRC Working Papers Series
25
Economics working paper
24
Working paper / National Bureau of Economic Research, Inc.
22
CREATES research paper
21
CESifo working papers
17
Discussion paper / Centre for Economic Policy Research
16
Discussion paper series / IZA
13
Econometric theory
12
Emerald studies in global strategic responsiveness
12
Oxford Financial Research Centre economics series
12
CESifo Working Paper Series
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
CFS working paper series
10
IDB Publications (Working Papers)
10
Journal of Econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
European economic review : EER
8
Nationaløkonomisk tidsskrift
8
Working paper / Iowa State University, Department of Economics
8
Economics letters
7
The Scandinavian journal of economics
7
Working paper / Department of Economics, University of Aarhus
7
Working papers / Financial Institutions Center
7
IZA world of labor : evidence-based policy making
6
Journal of applied econometrics
6
The journal of finance : the journal of the American Finance Association
6
CESifo Forum
5
Danmarks Nationalbank working papers
5
Economic inquiry : journal of the Western Economic Association International
5
Economica
5
Journal of economics
5
Journal of macroeconomics
5
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
2
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
3
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:
4
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
5
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
6
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
7
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
8
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
9
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003818667
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->