Neil Shephard is Research Director of the Oxford-Man Institute, University of Oxford, and Professor of Economics in the Department of Economics, University of Oxford. He is a Fellow of the Econometric Society, British Academy and Nuffield College, Oxford. He is an Associate Editor of Econometrica and has previously served on the editorial boards of the Review of Economic Studies and Biometrika. His research interests are mainly focused on econometrics - particularly financial econometrics. He received his Ph.D. at the LSE, where he also taught. He was an undergraduate at York University in England. He received an honourary doctorate in economics from Aarhus University in 2009.
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