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Theorie
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53
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44
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43
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42
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Shephard, Neil
308
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174
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150
Chib, Siddhartha
43
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Sentana, Enrique
15
Fiorentini, Gabriele
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Rydberg, Tina Hviid
13
Graversen, Svend Erik
11
Bos, Charles S.
10
Nakajima, Jouchi
10
Nardari, Federico
10
Omori, Yasuhiro
10
Shephard, N.
10
Flury, Thomas
9
Jacod, Jean
9
Kim, Sangjoon
9
Rahbek, Anders
9
Britton, Jack
8
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Pollard, David G.
7
Barndorff-Nielsen, Ole
6
Bec, Frédérique
6
Engle, Robert F.
6
Mykland, Per A.
6
Pakel, Cavit
6
Pitt, Michael K
6
Vignoles, Anna
6
Winkel, Matthias
6
Xiu, Dacheng
6
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5
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5
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5
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5
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Department of Economics, Oxford University
69
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62
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25
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7
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5
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3
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2
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2
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2
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1
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1
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1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
1
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1
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1
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1
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1
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Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
62
Economics discussion papers
35
OFRC Working Papers Series
25
Journal of econometrics
23
Department of Economics discussion paper series / University of Oxford
20
Oxford Financial Research Centre economics series
12
Journal of Econometrics
11
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9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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6
Journal of applied econometrics
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
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4
Econometrica
4
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4
Journal of Applied Econometrics
4
Journal of Business & Economic Statistics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
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4
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3
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3
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3
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3
The review of economic studies
3
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RePEc
222
ECONIS (ZBW)
193
OLC EcoSci
30
BASE
18
EconStor
5
Other ZBW resources
4
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41
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003818667
Saved in:
42
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
43
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:
44
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:
45
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-371
Persistent link: https://www.econbiz.de/10003374317
Saved in:
46
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
47
Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
Saved in:
48
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
49
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:
50
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003385904
Saved in:
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