Shephard, Neil

Number of items: 2.
Financial Markets Group
  • Fiorentini, Gabriele, Sentana, Enrique, Shephard, Neil (2003). Likelihood-based estimation of latent generalised ARCH structures. (Financial Markets Group Discussion Papers 453). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • Statistics
  • Shephard, Neil (1989). Exact distribution theory for the maximum likelihood estimators of local trend models [Doctoral thesis]. London School of Economics and Political Science.