How to Pronounce Neil Shephard
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Oct 08, 1964 Plymouth, England, United Kingdom 59 years old
British economist
LibraNeil Shephard - Place of Birth, Date of Birth, Age, Wiki, Facts, Net Worth, Birthday, Biography and Family
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About Neil Shephard
- Neil Shephard (born 8 October 1964), FBA, is an econometrician, currently Frank B.
- Baird Jr., Professor of Science in the Department of Economics and the Department of Statistics at Harvard University.
- He is Head of the Department of Statistics at Harvard.
- His most well known contributions are: (i) the formalisation of the econometrics of realized volatility, which nonparametrically estimates the volatility of asset prices, (ii) the introduction of the auxiliary particle filter (signal extraction), (iii) the nonparametric identification of jumps in financial economics, through multipower variation, (iv) stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes, known as 'Barndorff-Nielsen-Shephard' models.
