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Theorie
94
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93
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65
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65
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56
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56
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55
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47
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Shephard, Neil
307
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240
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149
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
Podolskij, Mark
14
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13
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12
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11
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11
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10
Jacod, Jean
10
Nakajima, Jouchi
10
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10
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10
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9
Kim, Sangjoon
9
Rahbek, Anders
9
Corcuera, José Manuel
8
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8
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7
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7
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7
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7
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6
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6
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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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59
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25
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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
59
Economics discussion papers
35
OFRC Working Papers Series
25
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22
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20
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17
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12
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11
Journal of Econometrics
10
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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
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Stochastic Processes and their Applications
6
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5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
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4
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4
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4
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4
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4
Journal of Financial Econometrics
4
Scandinavian Journal of Statistics
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4
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3
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3
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3
The econometrics journal
3
The review of economic studies
3
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2
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ECONIS (ZBW)
238
RePEc
236
OLC EcoSci
29
BASE
18
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4
EconStor
3
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451
Efficient and feasible inference for the components of financial variation using blocked multipower variation
Mykland, Per A.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531529
Saved in:
452
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/10009532682
Saved in:
453
Efficient and feasible inference for the components of financial variation using blocked multipower variation
Mykland, Per A.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532691
Saved in:
454
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
455
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008934735
Saved in:
456
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
457
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
Saved in:
458
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
459
Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009244600
Saved in:
460
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
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