Neil Shephard
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Neil Shephard (born October 8, 1964), FBA, is a British economist, currently Professor of Economics at the University of Oxford. He is also a Professorial Fellow at Nuffield College, Oxford and Director of the Oxford Financial Research Centre.
His work is predominantly on time series econometrics and financial econometrics. In recent years he has worked on the theory of the measurement of the variability of asset prices. He was an undergraduate at York University and did his M.Sc. and Ph.D. (awarded in 1990) at the LSE where he was on the faculty from 1988 to 1993. He moved to Oxford in 1991.
He was elected a Fellow of the British Academy in 2006, a Fellow of the Econometric Society in 2005.
