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 0 0 1 308
Ambiguity and the historical equity premium 0 0 0 54 0 2 3 197
Ambiguity and the historical equity premium 0 0 0 80 0 0 3 199
Efficient and feasible inference for the components of financial variation using blocked multipower variation 0 1 1 13 0 2 3 92
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 0 0 3 383 0 0 4 512
Fitting vast dimensional time-varying covariance models 0 0 0 354 0 1 6 824
Multivariate High-Frequency-Based Volatility (HEAVY) Models 1 1 2 147 1 2 6 300
Multivariate High-Frequency-Based Volatility (HEAVY) Models 0 1 1 74 1 2 5 339
Multivariate Rotated ARCH Models 0 1 1 33 0 1 4 241
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 65 0 2 2 199
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 98 1 5 24 334
Nuisance parameters, composite likelihoods and a panel of GARCH models 0 0 0 21 0 2 5 121
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 0 104 0 0 2 320
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 1 1 121 0 1 4 365
Realising the future: forecasting with high frequency based volatility (HEAVY) models 0 0 1 76 0 0 2 213
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 1 1 6 140 1 1 13 440
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 7 1,862 2 8 39 4,596
Total Working Papers 2 6 23 3,752 6 29 127 9,702

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 1 1 1 109
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2 4 12 483 4 14 38 1,407
Multivariate high‐frequency‐based volatility (HEAVY) models 0 0 0 0 1 1 5 140
On the Computational Complexity of Consumer Decision Rules 0 0 0 42 1 1 2 361
Optimal combinations of realised volatility estimators 0 2 7 131 2 5 24 407
Realising the future: forecasting with high-frequency-based volatility (HEAVY) models 0 0 5 258 1 2 18 793
Total Journal Articles 2 6 24 935 10 24 88 3,217

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Statistics updated 2025-03-03