Browsing by Author Shephard, Neil
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 4-Oct-2007 | Fitting and testing vast dimensional time-varying covariance models | Engle, Robert F.; Shephard, Neil; Sheppard, Kevin |
| 2-Feb-2009 | Fitting vast dimensional time-varying covariance models | Engle, Robert; Shephard, Neil; Sheppard, Kevin |
Showing results 1 to 2 of 2