Difference between revisions of "Main Page"
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| + | =Kevin Sheppard= | ||
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| − | Working Papers | + | ===Working Papers=== |
* [http://papers.ssrn.com/abstract=2008690 Efficient and feasible inference for the components of financial variation using blocked multipower variation] (joint with P. Mykland and N. Shephard) | * [http://papers.ssrn.com/abstract=2008690 Efficient and feasible inference for the components of financial variation using blocked multipower variation] (joint with P. Mykland and N. Shephard) | ||
* [http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2007484 Multivariate Rotated ARCH Models] (joint with D. Noureldin and N. Shephard) | * [http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2007484 Multivariate Rotated ARCH Models] (joint with D. Noureldin and N. Shephard) | ||
| + | === Introduction to LyX for writing an Article or Thesis === | ||
| + | A series of videos which provide an Introduction to [[LyX]] | ||
| − | Introduction to [Python for Econometrics] | + | ===Python for Econometrics=== |
| + | Introduction to [[Python for Econometrics]] | ||
| + | ===Oxford-Man Realized Library=== | ||
I've recently been working on the [http://realized.oxford-man.ox.ac.uk Oxford-Man Realized Library]. | I've recently been working on the [http://realized.oxford-man.ox.ac.uk Oxford-Man Realized Library]. | ||
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Revision as of 11:01, 26 April 2012
Kevin Sheppard
Welcome to my homepage.
Please use the links at the left or try Research or Teaching.
New
Working Papers
- Efficient and feasible inference for the components of financial variation using blocked multipower variation (joint with P. Mykland and N. Shephard)
- Multivariate Rotated ARCH Models (joint with D. Noureldin and N. Shephard)
Introduction to LyX for writing an Article or Thesis
A series of videos which provide an Introduction to LyX
Python for Econometrics
Introduction to Python for Econometrics
Oxford-Man Realized Library
I've recently been working on the Oxford-Man Realized Library.