//--> //--> //--> //-->
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
~person:"Shephard, Neil G."
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
Dynamic Conditional Correlatio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Analyse
13
Multivariate analysis
13
Estimation theory
10
Schätztheorie
10
ARCH model
6
ARCH-Modell
6
Correlation
4
Korrelation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Volatility
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
Capital market returns
2
Electronic trading
2
Elektronisches Handelssystem
2
Futures
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitalmarktrendite
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Regression analysis
2
Regressionsanalyse
2
Theorie
2
Theory
2
USA
2
United States
2
Welt
2
World
2
Börsenkurs
1
Capital income
1
Common persistence
1
Composite likelihood
1
Covariance targeting
1
Dynamic conditional correlations
1
Großbritannien
1
Kapitaleinkommen
1
Multivariate ARCH models
1
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
13
Author
All
Shephard, Neil G.
Backhaus, Klaus
31
McAleer, Michael
27
Kruschwitz, Lutz
24
Hafner, Christian M.
22
Härdle, Wolfgang
20
Rombouts, Jeroen V. K.
19
Schmid, Wolfgang
19
Croux, Christophe
18
Breuer, Wolfgang
17
Erichson, Bernd
17
Greenacre, Michael J.
17
Kürsten, Wolfgang
17
Myers, Stewart C.
17
Weiber, Rolf
17
Caporale, Guglielmo Maria
16
Hallin, Marc
16
Domański, Czesław
15
Herwartz, Helmut
15
Kapetanios, George
15
Koopman, Siem Jan
15
Paolella, Marc S.
15
Nippel, Peter
14
Weihs, Claus
14
Asai, Manabu
13
Caporin, Massimiliano
13
Gil-Alaña, Luis A.
13
Liesenfeld, Roman
13
Portisch, Wolfgang
13
Schäfer, Dorothea
13
Teräsvirta, Timo
13
Marcellino, Massimiliano
12
Okhrin, Ostap
12
Stentoft, Lars
12
Audrino, Francesco
11
Brealey, Richard A.
11
Brooks, Chris
11
DeSarbo, Wayne S.
11
Furman, Edward
11
Landsman, Zinoviy
11
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
4
Economics discussion papers
4
Journal of econometrics
2
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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/10003807445
Saved in:
2
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:
3
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
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
4
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
5
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:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
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/10009532682
Saved in:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
9
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
10
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
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->