Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Martingale unobserved componen...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
61
Theory
60
Estimation theory
53
Schätztheorie
53
Volatility
51
Zeitreihenanalyse
43
Time series analysis
42
Volatilität
42
Stochastic process
38
Stochastischer Prozess
38
Econometrics
34
Quadratic variation
32
ARCH model
26
ARCH-Modell
26
Realised variance
25
Stochastic volatility
25
Markov chain Monte Carlo
23
Bayesian inference
20
State space model
18
stochastic volatility
18
Realised volatility
17
Zustandsraummodell
17
Financial market
16
Finanzmarkt
16
Großbritannien
16
Multivariate Analyse
16
Multivariate analysis
16
United Kingdom
15
Correlation
13
Estimation
13
Kalman filter
13
Korrelation
13
Schätzung
13
Bayes-Statistik
12
Market frictions
12
Markov chain
12
Semimartingale
12
Simulation
12
Markov-Kette
11
particle filter
11
more ...
less ...
Online availability
All
Free
230
Undetermined
44
Type of publication
All
Book / Working Paper
330
Article
142
Type of publication (narrower categories)
All
Working Paper
93
Arbeitspapier
89
Graue Literatur
84
Non-commercial literature
84
Article in journal
41
Aufsatz in Zeitschrift
41
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Aufsatzsammlung
2
Conference proceedings
2
Article
1
Rezension
1
more ...
less ...
Language
All
English
264
Undetermined
208
Author
All
Shephard, Neil
308
Barndorff-Nielsen, Ole E.
174
Shephard, Neil G.
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
Andersen, Torben
5
Bojinov, Iavor
5
Doornik, Jurgen A.
5
Elerian, Ola
5
Nielsen, Bent
5
more ...
less ...
Institution
All
Department of Economics, Oxford University
69
Economics Group, Nuffield College, University of Oxford
62
Finance Research Centre, Oxford University
25
Nuffield College
7
Centre for Analytical Finance <Århus>
5
School of Economics and Management, University of Aarhus
3
HAL
2
Oxford Financial Research Centre
2
Oxford University Press
2
Center for Advanced Research in Finance, Faculty of Economics
1
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
1
EconWPA
1
Econometric Society
1
Financial Markets Group
1
Institute of Economic Research, Hitotsubashi University
1
Instituto Valenciano de Investigaciones Económicas
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
London School of Economics (LSE)
1
Stata User Group
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Tilburg University, Center for Economic Research
1
Tinbergen Institute
1
Tinbergen Instituut
1
arXiv.org
1
more ...
less ...
Published in...
All
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
19
Oxford Financial Research Centre economics series
12
Journal of Econometrics
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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
Journal of applied econometrics
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometric Theory
4
Econometrica
4
Econometrics Journal
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
The econometrics journal
4
CREATES Research Papers
3
Discussion paper / Tinbergen Institute
3
IFS Working Papers
3
IFS working paper
3
The review of economic studies
3
Advanced texts in econometrics
2
CREATES research paper
2
Department of Economics discussion paper series
2
Discussion paper series / LSE Financial Markets Group
2
Econometric reviews
2
Journal of Financial Econometrics
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Mathematical finance
2
NYU Working Paper
2
OUP Catalogue
2
Oxford Bulletin of Economics and Statistics
2
Oxford bulletin of economics and statistics
2
more ...
less ...
Source
All
RePEc
222
ECONIS (ZBW)
193
OLC EcoSci
30
BASE
18
EconStor
5
Other ZBW resources
4
Showing
1
-
10
of
472
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
2
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:
3
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003889445
Saved in:
4
Income contingent tuition fees for universities
Shephard, Neil G.
-
2009
Persistent link: https://www.econbiz.de/10003898300
Saved in:
5
Deferred fees for universities
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003972937
Saved in:
6
Submission to the review on "higher education funding and student finance"
Shephard, Neil G.
-
2010
Persistent link: https://www.econbiz.de/10003943204
Saved in:
7
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:
8
The actual financing costs of English higher education student loans
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747332
Saved in:
9
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
10
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
