6 - Advances in structural silicone adhesives

Autor: de Buyl, F., Hayez, V., Harkness, B., Kimberlain, J., Shephard, N.

Publikováno v: In Advances in Structural Adhesive Bonding Edition: Second Edition. 2023:179-219

Fitting Nonlinear Time-Series Models with Applications to Stochastic Variance Models

Autor: Shephard, N.

Publikováno v: Journal of Applied Econometrics, 1993 Dec 01. 8, S135-S152.

Externí odkaz: https://www.jstor.org/stable/2285078

Modelling and measuring volatility

Autor: Barndorff-Nielsen, O, Shephard, N

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f843aa87415d00aa284b0d68dceae8a3
https://ora.ox.ac.uk/objects/uuid:bd2d63f7-6d64-4f61-af1d-4ddeb277d92b

Regular and modified kernel-based estimators of integrated variance: the case with independent noise

Autor: Shephard, N

We consider kernel-based estimators of integrated variances in the presence of independent market microstructure effects. We derive the bias and variance properties for all regular kernel-based estimators and derive a lower bound for their asymptotic

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1064::7e9e3890359c3a958dd0df3df07f2b68
https://ora.ox.ac.uk/objects/uuid:2c604280-468f-492e-a67e-7549e6db40f4

Contributors

Autor: Akhavan-Safar, Alireza, Ashcroft, Ian, Ashforth, Cindy, Bain, Erich, Blackman, Bamber, Bortner, Michael J., Breedlove, Evan L., Budzik, Michal K., Bulters, Markus, Burns, Barry, Carbas, R.J.C., Carolan, Declan, Carpenter, Samuel, Case, Scott W., Chen, Chao, Choffat, Fabien, Condron, David, Cook, Simon, Corsaro, Antonio, Crimmins, Matthew, da Silva, Lucas F.M., Das, Arit, Davis, Chelsea S., de Armentia, Sara Lopez, de Barros, Silvio, de Buyl, F., de Freitas, Sofia Teixeira, Debor, Felix, del Real, Juan Carlos, Di Fratta, Claudio, Dillard, David A., Dillingham, Giles, Feng, Shaoguang, Forster, Aaron M., Fortman, David, Tenreiro, A. Francisco G., Gohl, Jared A., Handwerker, Hermann, Haque, Nazmul, Harkness, B., Hayez, V., He, Sammy, Hedegaard, Aaron, Hill, John, Huang, Jian-ping (JP), Ilcewicz, Larry, Ivankovic, Alojz, Jackson, Christopher M., Jensen, Robert, Kalantar, Tom, Kamke, Frederick A., Kaufmann, Marvin, Kelch, Steffen, Khatavkar, Vinayak, Kimberlain, J., Lean, John, Li, Chaodi, Lindeman, David, Lopes, António Mendes, Losada, Martin E., Madrid, Mario, Marques, E.A.S., Marzi, Stephan, McGuire, Jeffrey A., Mojdehi, Ahmad Rezaei, Momm, Guilherme Garcia, Moreira Arouche, Marcio, Murphy, Neal, Nairn, John A., Nicoli, Edoardo, Pardoen, Thomas, Pascoe, John-Alan, Patankar, Kshitish A., Paz, Eva, Pollum, Marvin, Quan, Dong, Ramalho, Gabriel M.F., Rao, Yuanqiao, Roberts, Rose, Scarselli, Gennaro, Schlechte, Jay S., Seitz, Michelle Elizabeth, Seitz, Wolfgang, Seneviratne, Waruna, Shan, Colin Li Pi, Shephard, N., Sun, Fengzhen, Taylor, Ambrose C., Trace, Ashley, Trimiño, Luis, Tuft, Brad, Turner, Kevin T., Turunen, Jani, Vallée, Till, Vita, Raffaella De, Voß, Morten, Wan, Grace, White, Christopher C.

Publikováno v: In Advances in Structural Adhesive Bonding Edition: Second Edition. 2023:xvii-xxii