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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author Sheppard, Kevin
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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
9-Nov-2001
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
9-Nov-2001
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
Showing results 1 to 4 of 4
