Engle, Robert F.; Shephard, Neil G.; Sheppard, Kevin - 2008
1471-0498
DEPARTMENT OF ECONOMICS
DISCUSSION PAPER SERIES
FITTING VAST DIMENSIONAL …
Stern Business School, New York University,
44 West Fourth Street, New York, NY 10012-1126, USA
rengle@stern.nyu.edu
Neil … Economics, University of Oxford
neil.shephard@economics.ox.ac.uk
Kevin Sheppard
Department of Economics, University of Oxford …