ECONOMICS WORKING PAPERS

2012 PAPERS

• 2012-W04 Neil Shephard and Dacheng Xiu Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices

• 2012-W03 Jeremy Bulow and Paul Klemperer Regulated Prices, Rent-Seeking, and Consumer Surplus

• 2012-W02 Per A. Mykland, Neil Shephard and Kevin Sheppard Efficient and feasible inference for the components of financial variation using blocked multipower variation

• 2012-W01 Diaa Noureldin, Neil Shephard and Kevin Sheppard Multivariate Rotated ARCH Models

2011 PAPERS

• 2011-W01 Neil Shephard Multivariate High-Frequency-Based Volatility (HEAVY) Models

Notice that the Copyright © of each of these papers is held by their authors. It is illegal to make multiple copies of these papers without permission from them.

Disclaimer. The administrators respectfully request that the authors immediately inform them when any paper is published to avoid copyright infringment. Note that unauthorized copyright material is illegal and may lead to prosecution. Neither the administrators nor Nuffield College accept any liability in this respect.

Administrators. The economics group's electronic preprints are kept in order by Maxine Collett. She can be emailed at maxine.collett@nuffield.ox.ac.uk. Please report any problems/comments you have with this page to her.

Editor: Maxine Collett

Older Papers

2010

2009

2007 2008

2006

2005

2004

2003

2002

2001

2000

1999

1998

1997

1996

1995 and 1994