Record Type: Journal Article / Author/Creator: Sheppard, Kevin - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Record Type Journal Article Author/Creator Sheppard, Kevin

1. Ambiguity and the historical equity premium. Issue 2 (15th August 2018)

Authors:: Collard, Fabrice; Mukerji, Sujoy; Sheppard, Kevin; Tallon, Jean‐Marc
Journal:: Quantitative economics
Issue:: Volume 9:Issue 2(2018)
Page Start:: 945
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. Econometric Analysis of Vast Covariance Matrices Using Composite Realized Kernels and Their Application to Portfolio Choice. Issue 4 (1st October 2016)

Authors:: Lunde, Asger; Shephard, Neil; Sheppard, Kevin
Journal:: Journal of business & economic statistics
Issue:: Volume 34:Issue 4(2016)
Page Start:: 504
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Fitting Vast Dimensional Time-Varying Covariance Models. Issue 3 (3rd July 2021)

Authors:: Pakel, Cavit; Shephard, Neil; Sheppard, Kevin; Engle, Robert F.
Journal:: Journal of business & economic statistics
Issue:: Volume 39:Issue 3(2021)
Page Start:: 652
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗