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Shephard, Neil
308
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174
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150
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43
Lunde, Asger
42
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38
Hansen, Peter Reinhard
35
Bojinov, Iavor
23
Sentana, Enrique
15
Fiorentini, Gabriele
14
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14
Noureldin, Diaa
14
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14
Rydberg, Tina Hviid
13
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11
Bos, Charles S.
10
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10
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10
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10
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10
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9
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9
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9
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9
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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
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6
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6
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1
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1
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69
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62
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35
OFRC Working Papers Series
25
Journal of econometrics
24
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20
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12
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12
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11
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9
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8
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ECONIS (ZBW)
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RePEc
222
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5
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4
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131
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
1999
Persistent link: https://www.econbiz.de/10001455827
Saved in:
132
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Saved in:
133
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
134
Deletion diagnostics for transformations of time series
Atkinson, Anthony C.
- In:
Journal of forecasting
15
(
1996
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001191686
Saved in:
135
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
Saved in:
136
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
;
Shephard, Neil G.
;
Chib, Siddhartha
-
1997
Persistent link: https://www.econbiz.de/10000932608
Saved in:
137
Dynamics of trade-by-trade price movements : decomposition and models
Rydberg, Tina Hviid
;
Shephard, Neil G.
-
1998
Persistent link: https://www.econbiz.de/10001369502
Saved in:
138
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
(
contributor
); …
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
Saved in:
139
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
Saved in:
140
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
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