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Cavit Pakel

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Publications

2

Citations

182

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2

Active since

2009

Affiliations

University of Oxford(Current)

Cavit Pakel is an author at University of Oxford specializing in asset pricing, econometrics, and economics.

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Publications per year

2009–2020

2

Publications

2

Fitting Vast Dimensional Time-Varying Covariance Models

Cavit Pakel, Neil Shephard, Kevin Sheppard et al. · Journal of Business and Economic Statistics · 2020 · 152 citations

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NUISANCE PARAMETERS, COMPOSITE LIKELIHOODS AND A PANEL OF GARCH MODELS

Cavit Pakel, Neil Shephard, Kevin Sheppard · Oxford University Research Archive (ORA) (University of Oxford) · 2009 · 30 citations

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