Welcome to my homepage.
- Does Anything Beat 5-Minute Rv? A Comparison of Realized Measures Across Multiple Asset Classes (joint with L. Liu and A. J. Patton)
- 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.