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Shephard, Neil G. - In: Econometric theory 9 (1993) 3, pp. 377-401

Persistent link: https://www.econbiz.de/10001151128

Shephard, Neil G. - In: Time series models : in econometrics, finance and other …, (pp. 1-67). 1996

Persistent link: https://www.econbiz.de/10001319937

Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618

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Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719

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Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Identification and inference for econometric models : …, (pp. 306-331). 2005

Persistent link: https://www.econbiz.de/10003352563

Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244

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Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Journal of financial econometrics : official journal of … 4 (2006) 1, pp. 1-30

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Cavaliere, Giuseppe - In: The economic journal : the journal of the Royal … 116 (2006), pp. 306-325

Persistent link: https://www.econbiz.de/10003333926

Koopman, Siem Jan; Shephard, Neil G.; Creal, Drew - In: Journal of econometrics 149 (2009) 1, pp. 2-11

Persistent link: https://www.econbiz.de/10003833708

Shephard, Neil G.; Andersen, Torben - In: Handbook of financial time series, (pp. 233-254). 2009

Persistent link: https://www.econbiz.de/10003833953