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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
53
Theory
53
Estimation theory
44
Schätztheorie
44
Volatility
40
Volatilität
38
Stochastic process
37
Stochastischer Prozess
37
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35
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24
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16
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14
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9
ECONOMIC GROWTH
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9
Markov-Kette
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Realised variance
9
Share price
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Ökonometrie
9
Ökonometrisches Modell
9
Capital income
8
ECONOMETRICS
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Arbeitspapier
17
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17
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10
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4
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English
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Shephard, Neil G.
35
Barndorff-Nielsen, Ole E.
6
Sheppard, Kevin
5
Bos, Charles S.
4
Koopman, Siem Jan
4
Noureldin, Diaa
3
Atkinson, Anthony C.
2
Doucet, Arnaud
2
Harvey, Andrew C.
2
Pakel, Cavit
2
Bec, Frédérique
1
Cavaliere, Giuseppe
1
Doornik, Jurgen A.
1
Fiorentini, Gabriele
1
Graversen, Svend Erik
1
Hendry, David F.
1
Jacob, Jean
1
Meddahi, Nour
1
Mykland, Per A.
1
Podolskij, Mark
1
Rahbek, Anders
1
Ruiz, Esther
1
Sentana, Enrique
1
Shephard, Neil
1
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Nuffield College
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Economics discussion papers
6
Department of Economics discussion paper series / University of Oxford
4
Journal of econometrics
4
Oxford Financial Research Centre economics series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Suntory Toyota International Centre for Economics and Related Disciplines
3
Discussion paper / Tinbergen Institute
2
Advanced texts in econometrics
1
Advances in economics and econometrics ; Vol. 3
1
Econometric reviews
1
Journal of forecasting
1
Mathematical finance
1
Oxford bulletin of economics and statistics
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1
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ECONIS (ZBW)
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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:
2
Deletion diagnostics and transformations for time series
Atkinson, Anthony C.
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000839002
Saved in:
3
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:
4
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:
5
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
Saved in:
6
[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
Saved in:
7
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003889435
Saved in:
8
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003898321
Saved in:
9
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
10
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
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