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Stochastic volatility : selected readings
Shephard, Neil G. (contributor); Shephard, Neil (ed.) - 2005
Persistent link: https://www.econbiz.de/10001718768
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Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009747434
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Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009732804
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Stochastic volatility
Shephard, Neil G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003067547
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The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
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[Rezension von: Stochastic volatility, selected readings, ed. by Neil Shephard]
Cavaliere, Giuseppe - In: The economic journal : the journal of the Royal … 116 (2006), pp. 306-325
Persistent link: https://www.econbiz.de/10003333926
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Stochastic volatility: origins and overview
Shephard, Neil G.; Andersen, Torben - In: Handbook of financial time series, (pp. 233-254). 2009
Persistent link: https://www.econbiz.de/10003833953
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Stochastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003807435
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Stoachastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003818421
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Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - In: Journal of econometrics 140 (2007) 2, pp. 425-449
Persistent link: https://www.econbiz.de/10003569881