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 12 210
Ambiguity and the historical equity premium 0 0 0 107 1 6 12 320
Ambiguity and the historical equity premium 0 0 0 80 2 11 13 212
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 1 3 5 107
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 13 1 5 7 99
Evaluating Volatility and Correlation Forecasts 0 0 1 384 0 2 16 529
Fitting vast dimensional time-varying covariance models 0 0 2 356 1 8 19 843
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 74 1 23 30 369
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 1 148 2 16 23 323
Multivariate Rotated ARCH Models 0 0 0 33 2 4 17 258
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 1 9 15 137
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 1 15 18 217
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 0 11 13 347
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 121 1 11 32 398
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 0 1 1 214
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 105 3 15 22 342
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 0 140 3 11 19 459
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 1 1 5 1,867 11 32 77 4,675
Total Working Papers 1 1 10 3,762 31 183 351 10,059

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 2 7 116
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1 2 26 512 11 32 108 1,521
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 2 19 29 169
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 2 5 366
Optimal combinations of realised volatility estimators 0 0 0 131 3 4 12 420
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 1 260 1 8 28 823
Total Journal Articles 1 2 27 966 17 67 189 3,415

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Statistics updated 2026-04-09