Kevin Sheppard

From MaRDI portal
Person:494401

Available identifiers

zbMath Open sheppard.kevinMaRDI QIDQ494401

List of research outcomes





PublicationDate of PublicationType
Econometric Analysis of Vast Covariance Matrices Using Composite Realized Kernels and Their Application to Portfolio Choice2025-01-20Paper
Fitting Vast Dimensional Time-Varying Covariance Models2024-10-11Paper
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models2024-03-06Paper
Ambiguity and the historical equity premium2018-09-13Paper
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes2015-09-01Paper
Multivariate rotated ARCH models2014-08-07Paper
https://portal.mardi4nfdi.de/entity/Q30747732011-02-10Paper
Evaluating Volatility and Correlation Forecasts2009-11-27Paper

Research outcomes over time

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