Neil Shephard

Neil Shephard ( born October 8, 1964 in Plymouth, England ) is a British economist. His specialty is in the area of ​​econometrics.

Career

Shephard studied Economics and Statistics at York University. He graduated in 1986 as Bachelor of Arts with honors. A year later he made in the field of statistics, the Master of Science at the London School of Economics, where he in 1990 the degree of Ph.D. gained in the field of econometrics.

Between 1988 and 1993 Shephard worked at the London School of Economics. In parallel, he worked from 1991 as a research fellow at Nuffield College at Oxford University. He was officially adopted there in the research staff in 1993 and in 1999 professor at the university. Since 2006 he is the Director of the Oxford Finance Research Centre.

Since 2004 Shephard is a member of the Econometric Society and two years later was chosen as the time the youngest member of the British Academy.

Research and teaching

Shephard is mainly engaged in the field of econometrics. He has focused his work on the volatility and the fine structure of the financial markets and in collaboration with Ole Barndorff -Nielsen on discontinuities in market development.