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 3 306
Ambiguity and the historical equity premium 0 0 0 53 0 2 5 190
Ambiguity and the historical equity premium 0 0 0 80 1 3 6 193
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 12 0 0 3 88
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 0 2 98
Evaluating Volatility and Correlation Forecasts 0 0 4 378 0 1 7 497
Fitting vast dimensional time-varying covariance models 0 0 2 352 2 6 24 783
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 1 8 71 4 13 65 304
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 2 143 0 1 17 278
Multivariate Rotated ARCH Models 0 0 1 31 2 6 32 191
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 0 1 4 103
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 1 94 0 1 8 269
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 64 0 0 3 195
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 120 1 3 9 360
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 2 99 2 4 18 306
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 73 1 1 7 190
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 4 120 3 9 39 373
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 0 2 12 1,805 3 21 103 4,376
Total Working Papers 0 3 36 3,643 19 72 355 9,100


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 20 0 0 1 104
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2 6 15 442 4 17 76 1,276
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 1 5 18 119
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 2 4 355
Optimal combinations of realised volatility estimators 1 2 13 103 4 10 37 300
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 1 1 8 240 3 8 43 706
Total Journal Articles 4 9 36 847 12 42 179 2,860


Statistics updated 2021-10-04