Neil Shephard — Books & Biography | Menrva Books | MenrvaBooks

Neil Shephard

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Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Unobserved Components and Time Series Econometrics

Continuous Time Approach to Financial Volatility

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