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 80 0 0 0 199
Ambiguity and the historical equity premium 0 0 0 54 0 1 4 199
Ambiguity and the historical equity premium 0 0 0 107 0 0 1 308
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 1 13 0 0 3 93
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 0 0 20 0 0 1 102
Evaluating Volatility and Correlation Forecasts 1 1 3 384 1 3 8 517
Fitting vast dimensional time-varying covariance models 0 0 2 356 1 3 9 829
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 1 74 0 1 4 340
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 0 2 148 1 1 4 302
Multivariate Rotated ARCH Models 0 0 1 33 0 1 2 242
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 0 0 2 199
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 0 0 8 334
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 1 2 7 124
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 105 0 2 3 323
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 121 0 0 2 366
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 76 0 0 1 213
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 2 140 2 3 7 443
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 1 1,862 2 11 29 4,611
Total Working Papers 1 1 15 3,757 8 28 95 9,744

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 1 109
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2 8 23 500 4 16 65 1,446
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 2 3 4 143
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 0 0 1 361
Optimal combinations of realised volatility estimators 0 0 3 131 0 2 14 411
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 4 260 2 2 12 799
Total Journal Articles 2 8 30 954 8 23 97 3,269

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Statistics updated 2025-09-05