Access Statistics for Kevin Sheppard

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ambiguity and the historical equity premium 0 0 0 107 0 0 1 308
Ambiguity and the historical equity premium 0 0 0 54 0 1 4 198
Ambiguity and the historical equity premium 0 0 0 80 0 0 2 199
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 1 13 1 1 4 93
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 0 1 102
Evaluating Volatility and Correlation Forecasts 0 0 3 383 0 1 5 513
Fitting vast dimensional time-varying covariance models 0 0 0 354 0 0 5 824
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 1 1 147 0 1 4 300
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 1 74 0 1 5 339
Multivariate Rotated ARCH Models 0 0 1 33 0 0 3 241
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 0 1 18 334
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 0 1 6 122
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 0 0 2 199
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 76 0 0 2 213
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 121 0 1 4 366
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 104 0 0 1 320
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 1 3 140 0 1 9 440
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 6 1,862 1 5 36 4,599
Total Working Papers 0 2 18 3,752 2 14 112 9,710

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An ordering experiment 0 0 0 21 0 1 1 109
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2 7 16 488 4 14 47 1,417
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 0 1 5 140
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 1 2 361
Optimal combinations of realised volatility estimators 0 0 4 131 1 4 21 409
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 1 5 259 1 4 18 796
Total Journal Articles 2 8 25 941 6 25 94 3,232

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Statistics updated 2025-05-12