Revision as of 11:01, 26 April 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 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.