Engle, Robert F.; Shephard, Neil G.; Sheppard, Kevin - 2008
1471-0498
DEPARTMENT OF ECONOMICS
DISCUSSION PAPER SERIES
FITTING VAST DIMENSIONAL … Economics, University of Oxford
neil.shephard@economics.ox.ac.uk
Kevin Sheppard
Department of Economics, University of Oxford …,
Manor Road Building, Manor Road, Oxford, OX1 3UQ, UK
&
Oxford-Man Institute, University of Oxford
kevin.sheppard@economics …