Difference between revisions of "Published Papers"

From Kevin Sheppard
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===Other===
 
===Other===
* {{pdf|ACFM2001.pdf|Multi-Step estimation of Multivariate GARCH models}}, ''Proceedings of the
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* {{pdf|ACFM2001.pdf|Multi-Step estimation of Multivariate GARCH models}}, ''Proceedings of the International ICSC Symposium: Advanced Computing in Financial Markets'', June 2001.
International ICSC Symposium: Advanced Computing in Financial Markets'', June 2001.
 
 
* {{pdf|Combination_Patton_Sheppard_2009.pdf|Optimal Combinations of Realised Volatility Estimators}} (joint with Andrew J. Patton) International Journal of Forecasting, 2009, 25:2, 218--238.
 
* {{pdf|Combination_Patton_Sheppard_2009.pdf|Optimal Combinations of Realised Volatility Estimators}} (joint with Andrew J. Patton) International Journal of Forecasting, 2009, 25:2, 218--238.
 
* {{pdf|HEAVY_Noureldin_Shephard_Sheppard_2011.pdf|Forecasting High Dimensional Covariance Matrices}} Handbook of Volatility Models and Their Applications, 2012 (Bauwens, L. Hafner, C. and Laurent, S. eds.) Wiley. Preprint phase.
 
* {{pdf|HEAVY_Noureldin_Shephard_Sheppard_2011.pdf|Forecasting High Dimensional Covariance Matrices}} Handbook of Volatility Models and Their Applications, 2012 (Bauwens, L. Hafner, C. and Laurent, S. eds.) Wiley. Preprint phase.
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[[Category:Research]]
 
[[Category:Research]]

Latest revision as of 09:05, 14 October 2011

Refereed


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