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Department of Economics discussion paper series / University of Oxford
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Income contingent tuition fees for universities
Shephard, Neil G.
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2009
Persistent link: https://www.econbiz.de/10003898300
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2
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
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2012
Persistent link: https://www.econbiz.de/10009531407
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3
Martingale unobserved component models
Shephard, Neil G.
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2013
Persistent link: https://www.econbiz.de/10009732804
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4
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
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2006
Persistent link: https://www.econbiz.de/10003334801
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5
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
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6
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
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2008
Persistent link: https://www.econbiz.de/10003818421
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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
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8
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
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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
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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
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