Tous les ebooks de Neil Shephard en PDF


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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...

Parution : 2015-11-19
Format(s) : PDF
Éditeur : OUP Oxford
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90,58 €
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...

Parution : 2009-04-30
Format(s) : PDF
Éditeur : OUP Oxford
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28,98 €
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...

Parution : 2005-03-10
Format(s) : PDF
Éditeur : OUP Oxford
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47,10 €

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