List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Econometric Analysis of Vast Covariance Matrices Using Composite Realized Kernels and Their Application to Portfolio Choice Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Fitting Vast Dimensional Time-Varying Covariance Models Journal of Business and Economic Statistics | 2024-10-11 | Paper |
| Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| Ambiguity and the historical equity premium Quantitative Economics | 2018-09-13 | Paper |
| Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes Journal of Econometrics | 2015-09-01 | Paper |
| Multivariate rotated ARCH models Journal of Econometrics | 2014-08-07 | Paper |
| Nuisance parameters, composite likelihoods and a panel of GARCH models | 2011-02-10 | Paper |
| Evaluating Volatility and Correlation Forecasts Handbook of Financial Time Series | 2009-11-27 | Paper |
Research outcomes over time
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