Neil Shephard
About
Neil Shephard has authored 101 papers that have received a total of 15.6k indexed citations.
This includes 67 papers in Finance, 41 papers in Economics and Econometrics and 28 papers in Statistics and Probability. The topics of these papers are Financial Risk and Volatility Modeling (65 papers), Stochastic processes and financial applications (35 papers) and Monetary Policy and Economic Impact (23 papers). Neil Shephard is often cited by papers focused on Financial Risk and Volatility Modeling (65 papers), Stochastic processes and financial applications (35 papers) and Monetary Policy and Economic Impact (23 papers) and collaborates with scholars based in United Kingdom, United States and Denmark. Neil Shephard's co-authors include Ole E. Barndorff‐Nielsen, Asger Lunde, Peter Reinhard Hansen, Andrew Harvey and Kevin Sheppard and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and The Economic Journal
In The Last Decade
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