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 54 0 0 14 213
Ambiguity and the historical equity premium 0 0 0 107 1 1 16 324
Ambiguity and the historical equity premium 0 0 0 80 0 1 16 215
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 1 3 9 111
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 13 0 1 13 106
Evaluating Volatility and Correlation Forecasts 0 0 1 385 1 2 15 532
Fitting vast dimensional time-varying covariance models 1 1 1 357 2 2 20 849
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 148 3 4 29 331
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 74 0 0 35 375
Multivariate Rotated ARCH Models 0 0 0 33 0 0 20 262
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 1 1 23 222
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 0 1 15 349
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 0 1 18 142
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 1 2 6 219
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 105 2 3 23 346
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 121 3 7 40 406
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 1 2 142 1 2 28 471
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 1 2 8 1,870 4 12 92 4,703
Total Working Papers 2 4 12 3,769 20 43 432 10,176

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 6 26 526 5 21 126 1,572
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 4 5 35 178
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 0 5 366
Optimal combinations of realised volatility estimators 0 0 0 131 0 1 12 423
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 1 261 4 10 37 836
Total Journal Articles 1 6 27 981 13 37 222 3,491

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Statistics updated 2026-09-10