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Shephard, Neil; Kim, Sangjoon - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 406-409

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Meddahi, Nour; Mykland, Per; Shephard, Neil - In: Journal of econometrics 160 (2011) 1, pp. 1-2

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Bec, Frédérique; Rahbek, Anders; Shephard, Neil - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618

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Harvey, Andrew; Ruiz, Esther; Shephard, Neil - In: The review of economic studies 61 (1994) 207, pp. 247-264

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Noureldin, Diaa; Shephard, Neil; Sheppard, Kevin - In: Journal of applied econometrics 27 (2012) 6, pp. 907-934

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Koopman, Siem Jan; Shephard, Neil; Creal, Drew - In: Journal of econometrics 149 (2009) 1, pp. 2-12

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Shephard, Neil G. - 1990

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