Search results - ORA - Oxford University Research Archive

1 - 6 of 6

1

Thesis

Essays on multivariate volatility and dependence models for financial time series

Noureldin, D
2011

2

Journal article

A dialogue concerning a new instrument for econometric modeling

Granger, C, Hendry, D
2005-02-01

3

Journal article

Elusive return predictability: discussion

Discussion of elusive return predictability, by Allan Timmermann
Hendry, D, Reade, J
2007-11-26

4

Working paper

Limit theorems for multipower variation in the presence of jumps

Barndorff-Nielsen, O, Shephard, N, Winkel, M
2005-01-01

5

Journal article

Simulation-based likelihood inference for limited dependent processes

Manrique, A, Shephard, N
1998-06-01

6

Working paper

Selecting a regression saturated by indicators

Hendry, D, Johansen, S, Santos, C
2006-01-01

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