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 1 4 15 323
Ambiguity and the historical equity premium 0 0 0 80 0 4 15 214
Ambiguity and the historical equity premium 0 0 0 54 0 3 15 213
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 2 6 108
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 13 1 7 12 105
Evaluating Volatility and Correlation Forecasts 1 1 2 385 1 1 16 530
Fitting vast dimensional time-varying covariance models 0 0 0 356 0 5 21 847
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 74 1 7 36 375
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 0 148 0 6 26 327
Multivariate Rotated ARCH Models 0 0 0 33 0 6 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 65 0 5 22 221
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 1 5 19 141
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 121 0 2 33 399
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 0 3 4 217
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 105 1 4 22 343
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 1 1 1 141 1 13 29 469
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 1 2 6 1,868 8 27 91 4,691
Total Working Papers 3 4 9 3,765 15 105 417 10,133

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 6 9 28 520 11 41 121 1,551
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 1 6 33 173
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 5 13 422
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 1 1 261 0 4 29 826
Total Journal Articles 6 10 29 975 13 56 208 3,454

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Statistics updated 2026-06-04