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Neil Shephard

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Stochastic Volatility: Selected Readings
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
State Space and Unobserved Component Models Theory and Applications
Stochastic Volatility Selected Readings. Advanced Texts in Econometrics
The Methodology and Practice of Econometrics A Festschrift in Honour of David F. Hendry
State Space and Unobserved Component Models: Theory and Applications
Stochastic Volatility Selected Readings
State Space and Unobserved Component Models Theory and Applications