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Neil Shephard is the Frank B. Baird, Jr. Professor at Harvard University, holding joint appointments in the Department of Economics and the Department of Statistics. His broad research interests lie in econometrics and financial statistics, with a particular focus on financial econometrics. He has made significant advances in the development of simulation-based inference methods and online learning, which have contributed to the mainstream use of high-frequency financial data in economics. Professor Shephard joined the Harvard faculty in 2013 and is a fellow of the Econometric Society and the British Academy. He also serves as an associate editor for the journal Econometrica. Prior to his current role, he was a faculty member at the London School of Economics from 1988 to 1993 and at Oxford University from 1991 to 2013.
Harvard University • Cambridge, MA
Holding joint appointments in the Department of Economics and the Department of Statistics.
Administered by the Harvard Kenneth C. Griffin Graduate School of Arts and Sciences (GSAS).