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Shephard, Neil
27
Barndorff-Nielsen, Ole E.
7
Chib, Siddhartha
5
Lunde, Asger
3
Shephard, N.
3
Atkinson, A.C.
2
Creal, Drew
2
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2
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2
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2
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1
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1
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1
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Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of applied econometrics
2
Journal of the American Statistical Association : JASA
2
Econometric reviews
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
The review of economic studies
1
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OLC EcoSci
RePEc
222
ECONIS (ZBW)
193
BASE
18
EconStor
5
Other ZBW resources
4
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1
Detecting shocks: Outliers and breaks in time series
Atkinson, A.C.
;
Koopman, S.J.
;
Shephard, N.
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 387-422
Persistent link: https://www.econbiz.de/10006791454
Saved in:
2
Deletion Diagnostics for Transformations of Time Series
Atkinson, A.C.
;
Shephard, N.
- In:
Journal of forecasting
15
(
1996
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10006930625
Saved in:
3
Realized kernels in practice: trades and quotes
Barndorff-Nielsen, O.E.
;
Hansen, P.Reinhard
;
Lunde, A.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. C1
Persistent link: https://www.econbiz.de/10008336842
Saved in:
4
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Barndorff-Nielsen, Ole E.
;
Graversen, Svend Erik
; …
- In:
Econometric theory
22
(
2006
)
4
,
pp. 677-720
Persistent link: https://www.econbiz.de/10007268465
Saved in:
5
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-372
Persistent link: https://www.econbiz.de/10007279810
Saved in:
6
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Bos, Charles
;
Shephard, Neil
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10007283045
Saved in:
7
Theory and Methods - Filtering via Simulation: Auxiliary Particle Filters
Pitt, Michael K.
;
Shephard, Neil
- In:
Journal of the American Statistical Association : JASA
94
(
1999
)
446
,
pp. 590-599
Persistent link: https://www.econbiz.de/10006626716
Saved in:
8
Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components
Shephard, Neil
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
422
,
pp. 590-595
Persistent link: https://www.econbiz.de/10006638857
Saved in:
9
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 217-252
Persistent link: https://www.econbiz.de/10006747793
Saved in:
10
Likelihood-Based Estimation of Latent Generalized ARCH Structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1481-1518
Persistent link: https://www.econbiz.de/10006755901
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