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Patton, Andrew J.; Sheppard, Kevin - In: International journal of forecasting 25 (2009) 2, pp. 218-239

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Noureldin, Diaa; Shephard, Neil; Sheppard, Kevin - In: Journal of applied econometrics 27 (2012) 6, pp. 907-934

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Engle, Robert F.; Sheppard, Kevin - 2001

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Kearney, Colm; Patton, Andrew J. - In: The financial review : the official publication of the … 35 (2000) 1, pp. 29-48

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Patton, Andrew J. - In: International economic review 47 (2006) 2, pp. 527-556

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Patton, Andrew J.; Timmermann, Allan - In: Journal of financial economics 98 (2010) 3, pp. 605-626

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Patton, Andrew J. - In: Journal of econometrics 160 (2011) 1, pp. 246-257

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Patton, Andrew J.; Timmermann, Allan - In: Journal of econometrics 140 (2007) 2, pp. 884-918

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Patton, Andrew J.; Timmermann, Allan - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1172-1184

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