Ebooks de Neil Shephard en PDF

3 Livre(s)
Télécharger le livre : Unobserved Components and Time Series Econometrics
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Unobserved Components and Time Series Econometrics
Siem Jan Koopman , Neil Shephard
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual...

Editeur : OUP Oxford
Parution : 2015-11-19

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89,74 €
Télécharger le livre : The Methodology and Practice of Econometrics
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The Methodology and Practice of Econometrics
Jennifer Castle , Neil Shephard
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have...

Editeur : OUP Oxford
Parution : 2009-04-30

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28,71 €
Télécharger le livre : Stochastic Volatility
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Stochastic Volatility
Neil Shephard
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a...

Editeur : OUP Oxford
Parution : 2005-03-10

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46,66 €