Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
2015519 citationsAndrew J. Patton, Kevin SheppardThe Review of Economics and Statisticsprofile →
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
2015394 citationsLily Y. Liu, Andrew J. Patton et al.profile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
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Countries citing papers authored by Kevin Sheppard
Since
Specialization
Citations
This map shows the geographic impact of Kevin Sheppard's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kevin Sheppard with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kevin Sheppard more than expected).
This network shows the impact of papers produced by Kevin Sheppard. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kevin Sheppard. The network helps show where Kevin Sheppard may publish in the future.
Co-authorship network of co-authors of Kevin Sheppard
This figure shows the co-authorship network connecting the top 25 collaborators of Kevin Sheppard.
A scholar is included among the top collaborators of Kevin Sheppard based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Kevin Sheppard. Kevin Sheppard is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Sheppard, Kevin. (2015). ARCH Toolbox for Python. Zenodo (CERN European Organization for Nuclear Research).2 indexed citations
7.
Patton, Andrew J. & Kevin Sheppard. (2015). Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility. The Review of Economics and Statistics. 97(3). 683–697.519 indexed citations breakdown →
Sheppard, Kevin. (2014). Introduction to Python for Econometrics, Statistics and Data Analysis.3 indexed citations
10.
Mykland, Per A., Neil Shephard, & Kevin Sheppard. (2012). Efficient and feasible inference for the components of financial variation using blocked multipower variation. RePEc: Research Papers in Economics.7 indexed citations
Engle, Robert F. & Kevin Sheppard. (2007). Evaluating the Specification of Covariance Models for Large Portfolios.41 indexed citations
19.
Engle, Robert, Neil Shephard, & Kevin Sheppard. (2007). Fitting and testing vast dimensional time-varying covariance models. The Faculty Digital Archive (New York University).34 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.