Standout Papers

Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility 2015 2026 2018 2022 499
  1. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)
    Andrew J. Patton, Kevin Sheppard The Review of Economics and Statistics
  2. Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (2015)
    Lily Y. Liu, Andrew J. Patton et al. Journal of Econometrics

Immediate Impact

5 by Nobel laureates 1 from Science/Nature 54 standout
Sub-graph 1 of 22

Citing Papers

Pyrolysis of plastic waste for sustainable energy Recovery: Technological advancements and environmental impacts
2025 Standout
Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets
2024 Standout
6 intermediate papers

Works of Kevin Sheppard being referenced

Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
2015 Standout
Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
2015 Standout
and 2 more

Author Peers

Author Last Decade Papers Cites
Kevin Sheppard 1518 1515 560 23 1.9k
Jan F. Kiviet 489 1776 857 57 2.5k
Marc Chesney 1168 898 125 63 1.7k
Bertrand Candelon 1119 1688 946 79 2.2k
Bent Jesper Christensen 1412 1287 426 75 2.3k
António Rua 698 1505 889 54 1.9k
Tae‐Hwan Kim 569 1026 477 26 1.4k
Robert McNown 336 1769 976 70 2.3k
George Hondroyiannis 729 1569 900 81 2.3k
L. Vanessa Smith 607 1524 1055 31 1.9k
Leo Michelis 594 1418 1018 23 1.8k

All Works

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2026