Neil Shephard

Neil Shephard is Professor of Economics and of Statistics at Harvard University. Shephard is an international leading expert in financial econometrics and volatility modeling in particular. He has numerous publications in top journals and works with other leading experts in the field. He has held several editorial responsibilities including Econometrica, Review of Economic Studies, and Econometrics Journal. He has published widely in journals such as Econometrica, Econometric Theory, Journal of Econometrics, and Journal of Financial Econometrics.