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Likelihood Inference for Discr...
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Shephard, Neil
277
Chib, Siddhartha
186
Shephard, Neil G.
178
Barndorff-Nielsen, Ole E.
174
Lunde, Asger
42
Sheppard, Kevin
38
Hansen, Peter Reinhard
35
Greenberg, Edward
16
Sentana, Enrique
15
Fiorentini, Gabriele
14
Koopman, Siem Jan
14
Noureldin, Diaa
14
Jacobi, Liana
13
Omori, Yasuhiro
13
Rydberg, Tina Hviid
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Graversen, Svend Erik
11
Bos, Charles S.
10
Kim, Sangjoon
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Nakajima, Jouchi
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Nardari, Federico
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Shin, Minchul
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Winkelmann, Rainer
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Jacod, Jean
9
Rahbek, Anders
9
Tiwari, Ram C.
9
Britton, Jack
7
Harvey, Andrew C.
7
Kinnebrock, Silja
7
Pollard, David G.
7
Barndorff-Nielsen, Ole
6
Bec, Frédérique
6
Engle, Robert F.
6
Greenberg, Edward S.
6
Mykland, Per A.
6
Pakel, Cavit
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Pitt, Michael K
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Department of Economics, Oxford University
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5
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Economics Series Working Papers / Department of Economics, Oxford University
70
Economics Papers / Economics Group, Nuffield College, University of Oxford
59
Journal of econometrics
45
Economics discussion papers
35
Journal of Econometrics
27
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25
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Suntory Toyota International Centre for Economics and Related Disciplines
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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EconStor
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541
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
542
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
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
543
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
544
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
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545
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
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546
Testing the assumptions behind importance sampling
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
Saved in:
547
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
548
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
Saved in:
549
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
Saved in:
550
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
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