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Stochastic volatility with leverage : fast and efficient likelihood inference

Stochastic volatility with leverage : fast and efficient likelihood inference
Paper文書・図像類
Omori, Yasuhiro, Siddhartha, Chib, Neil, Shephard, Nakajima, Jouchi日本経済国際共同センター2004-08Discussion paper series. CIRJE-F2004-CF-297
Other Libraries in Japan
  • Author HeadingOmori, Yasuhiro Siddhartha, Chib Neil, Shephard Nakajima, Jouchi

The methodology and practice of econometrics : a festschrift in honour of David F. Hendry : pbk

The methodology and practice of econometrics : a festschrift in honour of David F. Hendry : pbk
Paper図書
edited by Jennifer L. Castle and Neil ShephardOxford University Press2015, c2009
Other Libraries in Japan

Unobserved components and time series econometrics

Unobserved components and time series econometrics
Paper図書
edited by Siem Jan Koopman and Neil ShephardOxford University Press2015
Other Libraries in Japan

State space and unobserved component models : theory and applications : pbk

State space and unobserved component models : theory and applications : pbk
Paper図書
edited by Andrew Harvey, Siem Jan Koopman, Neil ShephardCambridge University Press2012
Other Libraries in Japan

The methodology and practice of econometrics : a festschrift in honour of David F. Hendry

The methodology and practice of econometrics : a festschrift in honour of David F. Hendry
Paper図書
edited by Jennifer L. Castle and Neil ShephardOxford University Press2009
Other Libraries in Japan

Stochastic volatility : selected readings : hbk : pbk

Stochastic volatility : selected readings : hbk : pbk
Paper図書
edited by Neil ShephardOxford University Press2005
Other Libraries in Japan

State space and unobserved component models : theory and applications

State space and unobserved component models : theory and applications
Paper図書
edited by Andrew Harvey, Siem Jan Koopman, Neil ShephardCambridge University Press2004
Other Libraries in Japan

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