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 0 3 198
Ambiguity and the historical equity premium 0 0 0 80 0 0 0 199
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 0 1 102
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 1 13 0 1 3 93
Evaluating Volatility and Correlation Forecasts 0 0 3 383 2 3 8 516
Fitting vast dimensional time-varying covariance models 0 2 2 356 1 3 8 827
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 1 74 0 0 3 339
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 1 2 148 0 1 3 301
Multivariate Rotated ARCH Models 0 0 1 33 0 0 2 241
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 0 0 6 122
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 0 0 2 199
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 0 0 13 334
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 1 1 105 0 1 2 321
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 121 0 0 2 366
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 0 0 1 213
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 3 140 0 0 6 440
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 3 1,862 7 9 29 4,607
Total Working Papers 0 4 18 3,756 10 18 93 9,726

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 0 1 109
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 4 10 21 496 5 22 60 1,435
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 0 0 2 140
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 0 1 361
Optimal combinations of realised volatility estimators 0 0 3 131 0 1 16 409
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 1 5 260 0 2 16 797
Total Journal Articles 4 11 29 950 5 25 96 3,251

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Statistics updated 2025-07-04