Kevin Sheppard
From MaRDI portal
Person:494401
Available identifiers
zbMath Open sheppard.kevinMaRDI QIDQ494401
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models | 2024-03-06 | Paper |
Ambiguity and the historical equity premium | 2018-09-13 | Paper |
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes | 2015-09-01 | Paper |
Multivariate rotated ARCH models | 2014-08-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3074773 | 2011-02-10 | Paper |
Evaluating Volatility and Correlation Forecasts | 2009-11-27 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Kevin Sheppard