Dr. Kevin Sheppard

Associate Professor

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Biography

Kevin Sheppard is an Associate Professor at the University of Oxford specializing in Financial Economics. He works primarily as a Financial Econometrician, focusing on volatility uncertainty, and critically evaluates conditional correlation modeling to enhance portfolio risk assessments. His research outputs include a substantial array of teaching resources, including comprehensive notes on Financial Econometrics and introductory materials on Python. Sheppard maintains several widely utilized MATLAB toolboxes that are instrumental in his research endeavors, notably the MFE Toolbox. He actively contributes to the academic community through his GitHub page, where he shares a complete list of his research projects and tools. Sheppard enjoys hiking and outdoor activities and is a pet owner to a lively chocolate labrador named Callie.

Research Interests

Requirements for University of Oxford

Master Program
Requirements
GPA Requirement
Required:3.7
IELTS
Listening
Required:7
Reading
Required:7
Writing
Required:7
Speaking
Required:7
Overall
Required:7.5
TOEFL
Listening
Required:22
Reading
Required:24
Writing
Required:24
Speaking
Required:25
Total
Required:110
Prerequisites
Bachelor's degree in Politics, International Relations, Economics, History, Law, Philosophy or Sociology
Application Checklist
  • Three academic references
  • Official transcripts
  • CV/Resume
  • Statement of Purpose (1,000 words)
  • Two academic essays (2,000 words each)
Specialization Notes

Department of Politics and International Relations - Higher Level English requirement.