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Publications by Neil Shephard
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Is Improving Access to University Enough? Socio-Economic Gaps in the Earnings of English Graduates
Oxford Bulletin of Economics and Statistics
Economics
Probability
Uncertainty
Econometrics
Statistics
Social Sciences
Deferred Fees for Universities
Economic Affairs
Development
Planning
Geography
Aerospace Engineering
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading
SSRN Electronic Journal
Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading
SSRN Electronic Journal
Linkage Analysis of Cross-Sectional and Longitudinally Derived Phenotypic Measures to Identify Loci Influencing Blood Pressure
BMC Genetics
Genetics
Modelling Trade-By-Trade Price Movements of Multiple Assets Using Multivariate Compound Poisson Processes
SSRN Electronic Journal
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
SSRN Electronic Journal
