Neil Shephard (born October 8, 1964), FBA, is a British economist, currently Professor of Economics at the University of Oxford and Research Director of the Oxford-Man Institute of Quantitative Finance. He is also a Professorial Fellow of Nuffield College, Oxford. 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.
| Property | Value |
|---|
| dbpedia-owl:Person/birthDate
|
- 1964-01-01 00:00:00 (xsd:date)
|
| dbpedia-owl:Person/education
| |
| dbpedia-owl:birthDate
|
- 1964-01-01 00:00:00 (xsd:date)
|
| dbpedia-owl:education
| |
| dbpedia-owl:thumbnail
| |
| dbpprop:abstract
|
- Neil Shephard (born October 8, 1964), FBA, is a British economist, currently Professor of Economics at the University of Oxford and Research Director of the Oxford-Man Institute of Quantitative Finance. He is also a Professorial Fellow of Nuffield College, Oxford. 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 studied economics and statistics as an undergraduate at York University graduating in 1986 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, originally as the Gatsby Research Fellow in Econometrics. He became an Official Fellow in Economics in 1993, a position he held until 2006 when he was appointed to a statutory professorship in economics. He was Director of the Oxford Financial Research Centre from 2006 to 2007 and with Colin Mayer (Said Business School, Oxford) founded Oxford University's Masters in Financial Economics (MFE). He was elected a Fellow of the British Academy in 2006, a Fellow of the Econometric Society in 2004 and a Fellow of Nuffield College, Oxford in 1991. His most well known contributions are: the formalisation of the econometrics of realized volatility, which nonparametrically estimates the volatility of asset prices the introduction of the auxiliary particle filter the nonparametric identification of jumps in financial economics, through multipower variation the development of realized kernels, which extends realized volatility to nonparametrically deal with market microstructure effects
- Neil Shephard ist ein britischer Wirtschaftswissenschaftler. Sein Spezialgebiet liegt im Bereich der Ökonometrie.
|
| dbpprop:birthPlace
| |
| dbpprop:dateOfBirth
| |
| dbpprop:education
| |
| dbpprop:hasPhotoCollection
| |
| dbpprop:name
| |
| dbpprop:occupation
|
- Professor of Economics,
University of Oxford
|
| dbpprop:reference
| |
| dbpprop:wikiPageUsesTemplate
| |
| rdf:type
| |
| rdfs:comment
|
- Neil Shephard (born October 8, 1964), FBA, is a British economist, currently Professor of Economics at the University of Oxford and Research Director of the Oxford-Man Institute of Quantitative Finance. He is also a Professorial Fellow of Nuffield College, Oxford. 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.
- Neil Shephard ist ein britischer Wirtschaftswissenschaftler. Sein Spezialgebiet liegt im Bereich der Ökonometrie.
|
| rdfs:label
|
- Neil Shephard
- Neil Shephard
|
| owl:sameAs
| |
| skos:subject
| |
| foaf:depiction
| |
| foaf:name
| |
| foaf:page
| |
| is dbpprop:columnsListProperty
of | |
| is dbpprop:free
of | |
| is owl:sameAs
of | |
![[RDF Data]](/statics/sw-cube.png)
