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 3 15 213
Ambiguity and the historical equity premium 0 0 0 80 0 2 15 214
Ambiguity and the historical equity premium 0 0 0 107 0 3 15 323
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 13 1 7 13 106
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 1 2 7 109
Evaluating Volatility and Correlation Forecasts 0 1 2 385 1 2 15 531
Fitting vast dimensional time-varying covariance models 0 0 0 356 0 4 20 847
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 148 1 5 27 328
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 74 0 6 36 375
Multivariate Rotated ARCH Models 0 0 0 33 0 4 21 262
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 0 1 14 348
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 0 4 19 141
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 0 4 22 221
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 1 4 5 218
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 105 1 2 23 344
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 121 3 4 36 402
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 1 2 2 142 1 11 30 470
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 1 2 7 1,869 7 23 91 4,698
Total Working Papers 2 5 11 3,767 17 91 424 10,150

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 4 12 28 524 11 41 127 1,562
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 1 5 34 174
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 1 3 14 423
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 1 1 261 4 7 33 830
Total Journal Articles 4 13 29 979 17 56 220 3,471

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10