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425篇 您的检索式:作者名="Shephard N"
    题名 作者 年代 出处 被引量
1Stochastic volatility:likelihood inference and eomparison with ARCH models显示文摘 Shephard N G Chib S 1998Review of Economic Studies1998,65,:1
2Econometrics of testing for jumps in financial economics using bipower variation 显示文摘BarndorfbNietsen O E Shephard N 2006Journal of Financial Econometrics2006,4,1:1
3Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise显示文摘Barndorff-Nielsen O E Hansen P R Lunde A Shephard N 2008Econometrica2008,76,:1
4Filtering via simulation: Auxiliary particle filters显示文摘PITT M SHEPHARD N 1999Journal of the American Statistical Association1999,94,446:1
5Headgroup effect on silane structures at buried polymer/silane and polymer/polymer interfaces and their relations to adhesion显示文摘Zhang C Shephard N E Rhodes S M 2012Langmuir2012,28,14:1
6Filtering via simulation: auxiliary particle filters显示文摘Pitt M K Shephard N 1999JASA1999,94,446:1
7Power and Bipower Variation with Stochastic Volatility and Jumps显示文摘Barndorff-Nielsen O E Shephard N 2004Journal of Financial Econometrics2004,2,1:1
8Filtering via simulation:Aux-iliary particle filters显示文摘Pitt M Shephard N 1999J Amer Statist Assoc1999,94,446:1
9LimitTheorems for Bipower Variation in Financial Econometrics显示文摘Shephard N Barndorff-Nielsen O E Graversen S E 2006Econometric Theory2006,22,4:1
10Impact of Jumps on Returns and Realized Variances : Econometric Analysis of Time - deformed Levy Process显示文摘Bamdor - Nielsen 0 E N Shephard 2006Journal of Econometrics2006,,131:1
11Econometrics of testing for jumps in financial economics using bipower variation显示文摘Barndorff-Nielsen O E Shephard N 2006Journal of financial Econometrics2006,4,1:1
12Discontinuous Galerkin Methods Applied to Shock and Blast Problems显示文摘Chevaugeon N Xin J Hu P Li X Cler D Flaherty J E and Shephard M S 2005Journal of Scientific Computing2005,2,:1
13Multivariate Stochastic Variance Models显示文摘Harvey A C Ruiz E Shephard N 1994Reviewof Economic Studies1994,61,:1
14Filtering via simulation: auxiliary particle filters显示文摘Pitt M Shephard N 1999Journal of the American Statistical Association1999,94,446:1
15Markov Chain Monte Carlo Methods for Stochastic Volatility Models显示文摘Siddhartha Chib Nardari F Shephard N 2002Journal of Econometrics2002,108,2:1
16Econometrics of Testing for Jumps in Financial Economics using Bipower Variation显示文摘Shephard N Bamdorff-Nielsen O E 2006Journal of Financial Econometrics2006,4,:1
17Patulin in South African commercial apple products 显示文摘Leggott N L Shephard G S 2001Food Control2001,12,2:1
18Markov chain monte carlo methods for stochastic volatility models显示文摘Chib S Nardari F Shephard N 2002Journal of Econometrics2002,108,2:1
19Power and bipower variation with stochastic volatility and jumps显示文摘Barndorff-Nielsen O E Shephard N 2004Journal of Financial Econometrics ?2004,2,1:1
20Kinetics of cure,crosslink density and adhesion of water-reactive alkoxysilicone sealants显示文摘Comyna J Buyl F Shephard N E 2002International Journal of Adhesion & Adhesives2002,22,:1
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