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Shephard, Neil Wikipedia (en)-test DBC (Danish Bibliographic Center) Library of Congress/NACO ISNI-test

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

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

Shephard, Neil G. 1964- German National Library

VIAF ID: 73784991 (Personal)

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

ISNI-test: 0000  0001  1461  7974 

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  • 510 2 _ ‎‡a  Harvard University‏ ‎‡b  Department of Economics‏ ‎‡e  Affiliation German National Library

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  1. The methodology and practice of econometrics a Festschrift in honour of David F. Hendry ‎(5) National Library of the Netherlands-test National Library of the Czech Republic National Library of France Library of Congress/NACO
  2. Stochastic volatility : selected readings ‎(3) NUKAT Center of Warsaw University Library National Library of the Netherlands-test Library of Congress/NACO
  3. Statistical algorithms for models in state space using SsfPack 2.2 ‎(2) National Library of the Netherlands-test
  4. State space and unobserved component models : theory and applications ‎(2) NUKAT Center of Warsaw University Library Library of Congress/NACO
  5. Realised power variation and stochastic volatility models ‎(2) DBC (Danish Bibliographic Center)
  6. Power and bipower variation with stochastic volatility and jumps ‎(2) DBC (Danish Bibliographic Center)
  7. Normal modified stable processes ‎(2) DBC (Danish Bibliographic Center) Library of Congress/NACO
  8. Modelling by Lévy processes for financial econometrics ‎(2) DBC (Danish Bibliographic Center)
  9. Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form ‎(2) National Library of the Netherlands-test
  10. Econometric analysis of realised covariation ‎(2) DBC (Danish Bibliographic Center)

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