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Shephard, Neil NII (Japan) German National Library Sudoc [ABES], France Library of Congress/NACO DBC (Danish Bibliographic Center)

Shephard, Neil, 1964- ISNI National Library of France National Library of the Czech Republic NUKAT Center of Warsaw University Library

Shephard, N. (Neil) National Library of the Netherlands

Shephard, Neil G. 1964- German National Library

Neil Shephard Wikidata

VIAF ID: 73784991 (Personal)

Permalink: http://viaf.org/viaf/73784991

ISNI: 0000  0001  1461  7974 

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Title Sources
Cointegration and dynamics in economics Sudoc [ABES], France
Detecting shocks : outliers and breaks in time series National Library of the Netherlands
Dynamics of trade-by-trade price movements DBC (Danish Bibliographic Center)
Econometric analysis of realised covariation DBC (Danish Bibliographic Center)
Econometrics of testing for jumps in financial economics using bipower variation DBC (Danish Bibliographic Center)
Estimating quadratic variation using realised variance DBC (Danish Bibliographic Center)
Impact of jumps on returns and realised variances DBC (Danish Bibliographic Center)
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form National Library of the Netherlands
Integrated OU processes DBC (Danish Bibliographic Center)
Limit theorems for multipower variation in the presence of jumbs DBC (Danish Bibliographic Center)
methodology and practice of econometrics a festschrift in honour of David F. Hendry National Library of France NUKAT Center of Warsaw University Library National Library of the Netherlands Sudoc [ABES], France Library of Congress/NACO National Library of the Czech Republic
Modelling by Lévy processes for financial econometrics DBC (Danish Bibliographic Center)
Non-Gaussian OU based models and some of their uses in financial economics DBC (Danish Bibliographic Center)
Normal modified stable processes Library of Congress/NACO DBC (Danish Bibliographic Center)
OxMetrics Sudoc [ABES], France
Power and bipower variation with stochastic volatility and jumps DBC (Danish Bibliographic Center)
SsfPack 3.0 Sudoc [ABES], France
State space and unobserved component models, 2004: Sudoc [ABES], France Library of Congress/NACO NUKAT Center of Warsaw University Library
Statistical algorithms for models in state space using SsfPack 2.2 Sudoc [ABES], France Library of Congress/NACO National Library of the Netherlands
Stochastic volatility : selected readings NUKAT Center of Warsaw University Library DBC (Danish Bibliographic Center) National Library of the Netherlands Sudoc [ABES], France Library of Congress/NACO
Time change and universality in turbulence and finance DBC (Danish Bibliographic Center)
Unobserved components & time series econometrics Sudoc [ABES], France Library of Congress/NACO

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