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Shephard, Neil
Libros de: Shephard, Neil
Mostrando 4 libros encontrados. (1 páginas).
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Unobserved Components and Time Series Econometrics
Koopman, Siem Shephard, Neil
Oxford University Press. (2015)
- EAN: 9780199683666
- Páginas: 400
- Fecha de edición: 2015
pvp.89,95 €
Sin Stock. Posibilidad entre 11 y 20 dias
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 ...
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The Methodology and Practice of Econometrics "A Festschrift in Honour of David F. Hendry"
Castle, Jennifer Shephard, Neil
Oxford University Press. (2015)
- EAN: 9780198743781
- Páginas: 496
- Fecha de edición: 2015
pvp.37,70 €
Sin Stock. Posibilidad entre 11 y 20 dias
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 ...
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State Space And Unobserved Component Models. Theory And Applications.
Harvey, Andrew Koopman, Siem Shephard, Neil
Cambridge University Press (2004)
- EAN: 9780521835954
- Páginas: 380
- Fecha de edición: 2004
pvp.61,15 €
Sin Stock. Posibilidad entre 11 y 20 dias
This volume offers a broad overview of the state-of-the-art developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and ...
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Stochastic Volatility
Shephard, Neil
Oxford University Press (2007)
- EAN: 9780199257201
- Páginas: 525
- Fecha de edición: 2007
pvp.59,00 €
Sin Stock. Posibilidad entre 11 y 20 dias
Stochastic volatility Neil Shephard Nuffield College University Oxford neil shephard nuf Overview Stochastic volatility the main concept used the fields financial economics and mathematical finance deal with the endemic time varying volatility and codependence found ...
