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Multipower variation and stoch...
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Theorie
95
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93
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64
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64
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64
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56
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56
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54
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317
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Shephard, Neil
308
Barndorff-Nielsen, Ole E.
240
Shephard, Neil G.
150
Chib, Siddhartha
43
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Podolskij, Mark
16
Sentana, Enrique
15
Fiorentini, Gabriele
14
Graversen, Svend Erik
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Rydberg, Tina Hviid
13
Jacod, Jean
12
Benth, Fred Espen
11
Veraart, Almut E. D.
11
Bos, Charles S.
10
Nakajima, Jouchi
10
Nardari, Federico
10
Omori, Yasuhiro
10
Shephard, N.
10
Barndorff-Nielsen, O.
9
Flury, Thomas
9
Kim, Sangjoon
9
Rahbek, Anders
9
Britton, Jack
8
Corcuera, José Manuel
8
Veraart, Almut
8
Barndorff-Nielsen, Ole
7
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Pollard, David G.
7
Barndorff-Nielsen, O. E.
6
Bec, Frédérique
6
Engle, Robert F.
6
Mykland, Per A.
6
Pakel, Cavit
6
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6
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6
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69
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62
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25
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10
School of Economics and Management, University of Aarhus
10
Nuffield College
7
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2
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2
Oxford University Press
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
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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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1
Tilburg University, Center for Economic Research
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
34
OFRC Working Papers Series
25
Journal of econometrics
23
Department of Economics discussion paper series / University of Oxford
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Oxford Financial Research Centre economics series
12
CREATES research paper
11
Journal of Econometrics
11
CREATES Research Papers
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Stochastic Processes and their Applications
7
Scandinavian Journal of Statistics
6
Journal of applied econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Scandinavian journal of statistics : SJS ; theory and applications
5
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4
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4
Econometric Theory
4
Econometrica
4
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4
Journal of Applied Econometrics
4
Journal of Business & Economic Statistics
4
Journal of Financial Econometrics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
The econometrics journal
4
Discussion paper / Tinbergen Institute
3
Finance and stochastics
3
IFS Working Papers
3
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3
Journal of the Royal Statistical Society Series B
3
Quantitative Finance
3
The review of economic studies
3
Advanced texts in econometrics
2
Annals of the Institute of Statistical Mathematics
2
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2
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Source
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RePEc
257
ECONIS (ZBW)
242
OLC EcoSci
32
BASE
18
EconStor
8
Other ZBW resources
4
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91
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
Saved in:
92
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
93
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
Saved in:
94
Submission to the review on "higher education funding and student finance"
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003943204
Saved in:
95
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
96
The actual financing costs of English higher education student loans
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747332
Saved in:
97
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
98
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009732804
Saved in:
99
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
100
Distribution of the ML estimator of an MA(1) and a local level model
Shephard, Neil G.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 377-401
Persistent link: https://www.econbiz.de/10001151128
Saved in:
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