Neil Shephard
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Neil Shephard (born October 8, 1964 in Plymouth , United Kingdom ) is a British economist . His specialty is econometrics .
Career
Shephard studied economics and statistics at York University . He completed his studies in 1986 as a Bachelor of Arts with distinction. A year later he made in the field of statistics, the Master of Science at the London School of Economics , where he in 1990 and the degree of Ph.D. in econometrics.
Between 1988 and 1993 Shephard worked at the London School of Economics. At the same time, he worked from 1991 as a research fellow at Nuffield College at Oxford University . In 1993 he was officially accepted into the research staff and in 1999 became a professor at the university. Since 2006 he has also been Director of the Oxford Finance Research Center .
Shephard has been a member of the Econometric Society since 2004 and was elected the youngest member of the British Academy two years later .
Research and Teaching
Shephard is primarily involved 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 jumps in market development.
Prizes and awards
- 2012: Richard Stone Prize (together with Kevin Sheppard and Julien Prat)
literature
- Mark Blaug (Ed.): Who's who in economics. 4th edition, Elgar, Cheltenham [u. a.] 2003, ISBN 1-84064-992-5 , p. 762
Web links
Individual evidence
- ^ Journal of Applied Econometrics - Richard Stone Prize. Retrieved December 29, 2015 .
| personal data | |
|---|---|
| SURNAME | Shephard, Neil |
| BRIEF DESCRIPTION | British economist |
| DATE OF BIRTH | October 8, 1964 |
| PLACE OF BIRTH | Plymouth , UK |