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 1 2 17 216
Ambiguity and the historical equity premium 0 0 0 54 0 0 14 213
Ambiguity and the historical equity premium 0 0 0 107 0 1 15 324
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 2 8 111
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 13 0 0 13 106
Evaluating Volatility and Correlation Forecasts 0 0 1 385 0 1 15 532
Fitting vast dimensional time-varying covariance models 0 1 1 357 0 2 20 849
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 74 1 1 36 376
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 148 2 5 31 333
Multivariate Rotated ARCH Models 0 0 0 33 0 0 19 262
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 1 2 19 143
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 0 1 23 222
Nuisance parameters, composite likelihoods and a panel of GARCH models 1 1 1 99 1 2 16 350
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 0 1 6 219
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 121 0 4 39 406
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 105 0 2 23 346
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 2 142 1 2 29 472
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 1 2 9 1,871 3 8 95 4,706
Total Working Papers 2 4 14 3,771 10 36 438 10,186

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 7 116
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1 3 25 527 4 14 125 1,576
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 1 5 35 179
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 0 4 366
Optimal combinations of realised volatility estimators 1 1 1 132 1 1 13 424
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 1 261 0 6 34 836
Total Journal Articles 2 4 27 983 6 26 218 3,497

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Statistics updated 2026-10-11