Revision as of 04:34, 5 March 2012 by KevinSheppard
Welcome to my homepage.
- 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 [Python for Econometrics]
I've recently been working on the Oxford-Man Realized Library.