1. 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) ↗