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Kevin Sheppard

Kevin Sheppard

University of Oxford

H-index: 25

Europe-United Kingdom

About Kevin Sheppard

Kevin Sheppard, With an exceptional h-index of 25 and a recent h-index of 19 (since 2020), a distinguished researcher at University of Oxford, specializes in the field of Econometrics, Financial Econometrics, Covariance, Correlation.

His recent articles reflect a diverse array of research interests and contributions to the field:

arch Documentation

Bootstrapping two-stage quasi-maximum likelihood estimators of time series models

Fitting vast dimensional time-varying covariance models

Array programming with NumPy

Kevin Sheppard Information

University

Position

University Lecturer

Citations(all)

22376

Citations(since 2020)

17312

Cited By

7451

hIndex(all)

25

hIndex(since 2020)

19

i10Index(all)

33

i10Index(since 2020)

24

Email

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University Profile Page

University of Oxford

Google Scholar

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Kevin Sheppard Skills & Research Interests

Econometrics

Financial Econometrics

Covariance

Correlation

Top articles of Kevin Sheppard

Title

Journal

Author(s)

Publication Date

arch Documentation

Kevin Sheppard

2024/1/5

Bootstrapping two-stage quasi-maximum likelihood estimators of time series models

Journal of Business & Economic Statistics

Sílvia Gonçalves

Ulrich Hounyo

Andrew J Patton

Kevin Sheppard

2023/7/3

Fitting vast dimensional time-varying covariance models

Journal of Business & Economic Statistics

Cavit Pakel

Neil Shephard

Kevin Sheppard

Robert F Engle

2021/7/3

Array programming with NumPy

Charles R Harris

K Jarrod Millman

Stéfan J Van Der Walt

Ralf Gommers

Pauli Virtanen

...

2020/9/17

See List of Professors in Kevin Sheppard University(University of Oxford)