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~subject:"Time series analysis"
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Time series analysis
Theorie
62
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61
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53
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51
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44
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42
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Shephard, Neil G.
35
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9
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4
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4
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ECONIS (ZBW)
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Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
2
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
3
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
4
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
Saved in:
5
Exact score for time series models in state space form
Koopman, Siem Jan
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000837992
Saved in:
6
Deletion diagnostics and transformations for time series
Atkinson, Anthony C.
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000839002
Saved in:
7
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
8
Detecting shocks : outliers and breaks in time series
Atkinson, A. C.
;
Kooiman, Siem J.
;
Shephard, Neil
-
1993
Persistent link: https://www.econbiz.de/10000122498
Saved in:
9
The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
Saved in:
10
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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