Details about Kevin Sheppard

Access statistics for papers by Kevin Sheppard.

Last updated 2009-01-11. Update your information in the RePEc Author Service.

Short-id: psh81

Working Papers

2008

1. Evaluating Volatility and Correlation Forecasts
   OFRC Working Papers Series, Oxford Financial Research Centre View citations
2. Fitting vast dimensional time-varying covariance models
   Economics Series Working Papers, University of Oxford, Department of Economics

2003

3. Asymmetric dynamics in the correlations of global equity and bond returns
   Working Paper Series, European Central Bank View citations
   See also Journal Article in Journal of Financial Econometrics (2006)

2001

4. Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

Journal Articles

2006

1. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
   Journal of Financial Econometrics, 2006, 4, (4), 537-572 View citations
   See also Working Paper (2003)

2004

2. On the Computational Complexity of Consumer Decision Rules
   Computational Economics, 2004, 23, (2), 173-192 View citations

2003

3. An ordering experiment
   Journal of Economic Behavior & Organization, 2003, 50, (2), 249-262 View citations