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Information about:
Kevin Sheppard

Personal Details | Affiliation | Works
This is information that was supplied by Kevin Sheppard in registering through RePEc. If you are Kevin Sheppard , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Kevin
Middle Name:
Last Name: Sheppard
Suffix:

RePEc Short-ID: psh81

Email:
Homepage: http://www.kevinsheppard.com
Postal Address: Department of Economics University of California - San Diego 0507 La Jolla, CA 92037
Phone: 619-379-8609

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Robert F. Engle & Neil Shephard & Kevin Sheppard, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:

  2. Andrew J. Patton & Kevin Sheppard, 2008. "Evaluating Volatility and Correlation Forecasts," OFRC Working Papers Series 2008fe22, Oxford Financial Research Centre. [Downloadable!]

  3. Kevin Sheppard & Robert F. Engle & Lorenzo Cappiello, 2003. "Asymmetric dynamics in the correlations of global equity and bond returns," Working Paper Series 204, European Central Bank. [Downloadable!]
    Published as:

  4. Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers 8554, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

Articles

  1. Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006. "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 537-572. [Downloadable!] (restricted)
    Other versions:

  2. A. Norman & A. Ahmed & J. Chou & A. Dalal & K. Fortson & M. Jindal & C. Kurz & H. Lee & K. Payne & R. Rando & K. Sheppard & E. Sublett & J. Sussman & I. White, 2004. "On the Computational Complexity of Consumer Decision Rules," Computational Economics, Springer, vol. 23(2), pages 173-192, 03. [Downloadable!]

  3. Norman, A. & Ahmed, M. & Chou, J. & Fortson, K. & Kurz, C. & Lee, H. & Linden, L. & Meythaler, K. & Rando, R. & Sheppard, K., 2003. "An ordering experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 249-262, February. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2001-10-22 2008-03-08 Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2001-10-22 2008-03-08 2008-10-13 Author is listed
  3. NEP-FMK: Financial Markets (1) 2008-03-08 Author is listed
  4. NEP-FOR: Forecasting (1) 2008-03-08 Author is listed
  5. NEP-ORE: Operations Research (1) 2008-10-13 Author is listed
  6. NEP-RMG: Risk Management (2) 2008-03-08 2008-10-13 Author is listed
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This page was last updated on 2009-10-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.