The following pages link to Kevin Sheppard (Q494401):
Displaying 7 items.
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- (Q3074773) (← links)
- Evaluating Volatility and Correlation Forecasts (Q3646983) (← links)
- Ambiguity and the historical equity premium (Q4586365) (← links)
- Fitting Vast Dimensional Time-Varying Covariance Models (Q6617786) (← links)
- Econometric Analysis of Vast Covariance Matrices Using Composite Realized Kernels and Their Application to Portfolio Choice (Q6667100) (← links)
