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The ACR model : a multivariate...
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The Autoregressive Conditional Root (ACR) model
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
-
2005
Persistent link: https://www.econbiz.de/10003281526
Saved in:
2
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
3
Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frédérique
;
Rahbek, Anders
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 628-651
Persistent link: https://www.econbiz.de/10002463704
Saved in:
4
Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
5
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
Saved in:
6
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
Saved in:
7
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
8
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
Saved in:
9
Submission to the review on "higher education funding and student finance"
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003943204
Saved in:
10
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:
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