Narrow search
Showing 1 - 10 of 43
Cover Image
Stochastic volatility : selected readings
Shephard, Neil G. (contributor); Shephard, Neil (ed.) - 2005
Persistent link: https://www.econbiz.de/10001718768
Cover Image
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G. - In: Time series models : in econometrics, finance and other …, (pp. 1-67). 1996
Persistent link: https://www.econbiz.de/10001319937
Cover Image
Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009747434
Cover Image
Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009732804
Cover Image
Exact score for time series models in state space form
Koopman, Siem Jan; Shephard, Neil G. - 1992
Persistent link: https://www.econbiz.de/10000837992
Cover Image
Deletion diagnostics and transformations for time series
Atkinson, Anthony C.; Shephard, Neil G. - 1992
Persistent link: https://www.econbiz.de/10000839002
Cover Image
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G. - 1990
Persistent link: https://www.econbiz.de/10000804115
Cover Image
Multivariate stochastic variance models
Harvey, Andrew C. - In: The review of economic studies 61 (1994) 2, pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
Cover Image
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F. (contributor);  … - In: Journal of econometrics 80 (1997) 2, pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
Cover Image
Deletion diagnostics for transformations of time series
Atkinson, Anthony C. - In: Journal of forecasting 15 (1996) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001191686