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 80 0 9 11 210
Ambiguity and the historical equity premium 0 0 0 54 0 3 13 210
Ambiguity and the historical equity premium 0 0 0 107 0 7 11 319
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 13 1 5 6 98
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 3 4 106
Evaluating Volatility and Correlation Forecasts 0 0 1 384 0 4 17 529
Fitting vast dimensional time-varying covariance models 0 0 2 356 2 11 18 842
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 74 10 22 29 368
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 1 148 6 17 21 321
Multivariate Rotated ARCH Models 0 0 0 33 0 5 15 256
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 1 12 13 347
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 4 11 15 136
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 6 16 17 216
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 121 1 20 32 397
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 0 1 1 214
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 105 5 12 19 339
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 0 140 1 13 16 456
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 0 1 4 1,866 5 25 68 4,664
Total Working Papers 0 1 9 3,761 42 196 326 10,028


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 4 7 116
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1 3 28 511 6 29 103 1,510
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 5 19 27 167
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 1 3 5 366
Optimal combinations of realised volatility estimators 0 0 0 131 0 1 10 417
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 2 260 4 10 29 822
Total Journal Articles 1 3 30 965 16 66 181 3,398


Statistics updated 2026-03-04