3 Ebooks door Neil Shephard
Siem Jan Koopman & Neil Shephard: Unobserved Components and Time Series Econometrics
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 …
PDF
Engels
DRM
€121.97
Neil Shephard: Stochastic Volatility
Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some …
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Engels
DRM
€62.82
Jennifer Castle & Neil Shephard: Methodology and Practice of Econometrics
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 …
PDF
Engels
DRM
€37.87
