Neil Shephard is affiliated with Harvard University in the United States and has contributed extensively to the fields of Mathematics and Economics, Econometrics, and Finance. Their research primarily spans topics related to Financial Risk and Volatility Modeling, Statistical Methods and Inference, and Advanced Causal Inference Techniques.
The scientist has published research in several key areas, including:
Frequent co-authors collaborating with Neil Shephard include:
Key venues where their work has appeared are:
Recent papers by Neil Shephard include:
Neil Shephard was recognized as a Fellow of the Econometric Society in 2004.
Michael K. Pitt;Neil Shephard
Sangjoon Kim;Neil Shephard;Siddhartha Chib
Ole E. Barndorff-Nielsen;Neil Shephard
Ole E. Barndorff-Nielsen;Neil Shephard
Ole E. Barndorff-Nielsen;Neil Shephard
Andrew Harvey;Esther Ruiz;Neil Shephard
Ole Eiler Barndorff-Nielsen;Neil Shephard
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
Neil Shephard
Ole Eiler Barndorff-Nielsen;N. Shephard
S.J. Koopman;A.C. Harvey;J.A. Doornik;N. Shephard
O. E. Barndorff‐Nielsen;P. Reinhard Hansen;A. Lunde;N. Shephard
Siddhartha Chib;Federico Nardari;Neil Shephard
Ole E. Barndorff-Nielsen;Neil Shephard
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
Piet De Jong;Neil Shephard
Siem Jan Koopman;Neil Shephard;Jurgen A. Doornik
Andrew C. Harvey;Neil Shephard
Ola Elerian;Siddhartha Chib;Neil Shephard
Yashuhiro Omori;Siddhartha Chib;Neil Shephard;Jouchi Nakajima
Neil Shephard
Neil Shephard;Kevin Sheppard
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