VIAF

Virtual International Authority File

Search

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

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

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 

Open Section Close Section Preferred Forms

 

 

 

 

Open Section Close Section 4xx's: Alternate Name Forms (5)

Open Section Close SectionWorks

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)
The methodology and practice of econometrics a Festschrift in honour of David F. Hendry NUKAT Center of Warsaw University Library National Library of the Czech Republic Library of Congress/NACO National Library of the Netherlands Sudoc [ABES], France National Library of France
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 DBC (Danish Bibliographic Center) Library of Congress/NACO
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 theory and applications NUKAT Center of Warsaw University Library Sudoc [ABES], France Library of Congress/NACO
Statistical algorithms for models in state space using SsfPack 2.2 National Library of the Netherlands Sudoc [ABES], France Library of Congress/NACO
Stochastic volatility : selected readings NUKAT Center of Warsaw University Library Library of Congress/NACO National Library of the Netherlands DBC (Danish Bibliographic Center) Sudoc [ABES], France
Time change and universality in turbulence and finance DBC (Danish Bibliographic Center)

Open Section Close Section Selected Co-authors

Open Section Close Section Countries of Publication (4)

Open Section Close Section Publication Statistics

Open Section Close Section Selected Publishers (5)

Open Section Close Section About

Open Section Close Section History of VIAF ID:73784991 (19)