Neil Shephard is Professor of Economics in the Department of Economics, University of Oxford. He is also a Professorial Fellow in Economics at Nuffield College, Oxford and a faculty member of the Oxford-Man Institute.
Neil Shephard was born in 1964 in Plymouth, UK, and brought up in Norfolk, a rural county within England. He holds a B.A. in Economics and Statistics (first class awarded with distinction) from the University of York and a M.Sc. in Statistics (awarded with distinction) and Ph.D. from the London School of Economics.
He was elected a Fellow of the Econometric Society in 2004, a Fellow of the British Academy in 2006 and has been a Fellow of Nuffield College since 1991. He received an honourary doctorate in economics from Aarhus University in 2009. He is currently an associate editor of the academic journal Econometrica.
His research interests are mainly focused on econometrics: working with high frequency data to try and understand financial volatility, market microstructure and the role of jumps in financial markets. He is also interested in the use of simulation to carry out econometric inference.
| Office: | Oxford-Man Institute |
| Phone: | +44 1865 616600 |
| Fax: | +44 1865 616601 |
| Email: | neil.shephard@economics.ox.ac.uk |