shepbook.bib

@comment{{This file has been generated by bib2bib 1.92}}

@comment{{Command line: bib2bib -oc nsart -ob shepbook.bib -c "(author : 'Shephard' or editor : 'Shephard') and $type = 'BOOK'" neil.bib}}

@book{BarndorffNielsenShephard(07),
  author = {Barndorff-Nielsen, Ole E and Neil Shephard},
  title = {Financial Volatility in Continuous Time},
  publisher = {Cambridge University Press},
  year = 2009,
  address = {Cambridge},
  note = {Forthcoming}
}

@book{CastleShephard(09),
  editor = {Castle, Jennifer L and Neil Shephard},
  title = {The Methodology and Practice of Econometrics: papers in honour of David F. Hendry},
  publisher = {Oxford University Press},
  year = 2009,
  address = {Oxford}
}

@book{HarveyKoopmanShephard(04),
  editor = {Harvey, Andrew C and Siem Jan Koopman and Neil Shephard},
  title = {State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin},
  year = 2004,
  publisher = {Cambridge University Press},
  address = {Cambridge},
  url = {http://www.amazon.com/State-Space-Unobserved-Component-Models/dp/052183595X/ref=sr_1_1?ie=UTF8&s=books&qid=1227301408&sr=1-1}
}

@book{KoopmanHarveyDoornikShephard(07),
  author = {Koopman, Siem Jan and
 Andrew C Harvey and Jurgen A Doornik and Neil Shephard},
  title = {STAMP 8.0: Structural Time Series Analyser, Modeller and Predictor},
  publisher = {Chapman \& Hall},
  address = {London},
  year = 2007,
  url = {http://www.oxmetrics.net/pages/bookshop.html#stamp}
}

@book{KoopmanHarveyDoornikShephard(08),
  author = {Koopman, Siem Jan and Jurgen A Doornik and Neil Shephard},
  title = {Statistical Algorithms for Models in State Space Form: SsfPack 3.0},
  publisher = {Timberlake Consultants Press},
  address = {London},
  year = 2008,
  url = {http://www.oxmetrics.net/pages/bookshop.html#ssfpack}
}

@book{Shephard(05),
  editor = {Shephard, Neil},
  title = {Stochastic Volatility: Selected Readings},
  year = 2005,
  publisher = {Oxford University Press},
  address = {Oxford},
  url = {http://www.amazon.com/Stochastic-Volatility-Selected-Readings-Econometrics/dp/0199257205/ref=sr_1_1?ie=UTF8&s=books&qid=1227301317&sr=8-1}
}

This file was generated by bibtex2html 1.92.