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 |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Kevin Sheppard