All ebooks by Neil Shephard in PDF
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All ebooks by Neil Shephard in PDF


3  Book(s)
Download this eBook 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...

Publication date: 2015-11-19
Format: PDF
Publisher: OUP Oxford
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£79,11
Download this eBook 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...

Publication date: 2009-04-30
Format: PDF
Publisher: OUP Oxford
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£25,31
Download this eBook 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...

Publication date: 2005-03-10
Format: PDF
Publisher: OUP Oxford
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£41,13

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