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 3 4 4 312
Ambiguity and the historical equity premium 0 0 0 54 5 8 12 207
Ambiguity and the historical equity premium 0 0 0 80 1 2 2 201
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 1 1 103
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 1 13 0 0 3 93
Evaluating Volatility and Correlation Forecasts 0 0 1 384 2 8 13 525
Fitting vast dimensional time-varying covariance models 0 0 2 356 2 2 8 831
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 1 74 4 6 9 346
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 2 148 0 2 6 304
Multivariate Rotated ARCH Models 0 0 1 33 1 9 11 251
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 1 1 3 200
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 0 1 6 335
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 0 1 6 125
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 121 7 11 13 377
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 0 0 0 213
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 105 3 4 7 327
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 1 140 0 0 4 443
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 2 3 3 1,865 8 28 51 4,639
Total Working Papers 2 3 14 3,760 37 88 159 9,832

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 1 3 4 112
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 5 8 29 508 14 35 88 1,481
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 2 5 9 148
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 2 3 363
Optimal combinations of realised volatility estimators 0 0 2 131 3 5 14 416
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 2 260 4 13 21 812
Total Journal Articles 5 8 33 962 24 63 139 3,332

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Statistics updated 2025-12-06