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 2 5 6 314
Ambiguity and the historical equity premium 0 0 0 80 0 2 2 201
Ambiguity and the historical equity premium 0 0 0 54 3 11 15 210
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 1 13 1 1 4 94
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 1 1 2 104
Evaluating Volatility and Correlation Forecasts 0 0 1 384 2 10 15 527
Fitting vast dimensional time-varying covariance models 0 0 2 356 4 6 12 835
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 2 148 3 5 9 307
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 1 74 0 6 9 346
Multivariate Rotated ARCH Models 0 0 1 33 3 11 14 254
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 2 3 4 202
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 1 2 4 336
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 3 4 7 128
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 105 0 4 7 327
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 0 121 10 20 22 387
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 1 140 5 5 9 448
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 1 4 4 1,866 4 32 51 4,643
Total Working Papers 1 4 14 3,761 44 128 192 9,876

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 2 5 6 114
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2 8 31 510 8 38 92 1,489
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 2 6 11 150
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 1 2 4 364
Optimal combinations of realised volatility estimators 0 0 1 131 0 5 13 416
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 2 260 3 13 24 815
Total Journal Articles 2 8 34 964 16 69 150 3,348

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Statistics updated 2026-01-09