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Neil Shephard | lit.salon

Author

Neil Shephard

6 works

2004–2024 across 6 dated works

No biography is available yet.

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State space and unobserved component models: theory and applications2004
With A. C. Harvey, S. J. Koopman
Stochastic volatility: selected readings2005
Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)2005
The methodology and practice of econometrics: a festschrift in honour of David F. Hendry2009
With Jennifer Castle

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6 works

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Stochastic volatility: selected readings2005
3 editions
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reviews
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State space and unobserved component models: theory and applications2004
With A. C. Harvey, S. J. Koopman
5 editions
shelves
0
reviews
0
lists
0
quotes
0
Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)2005
2 editions
shelves
0
reviews
0
lists
0
quotes
0
The methodology and practice of econometrics: a festschrift in honour of David F. Hendry2009
With Jennifer Castle
3 editions
shelves
0
reviews
0
lists
0
quotes
0
UNOBSERVED COMPONENTS AND TIME SERIES ECONOMETRICS2015
With Siem Jan Koopman
1 edition
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0
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Book of Failures2024
1 edition
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