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Researcher · University of Oxford · United Kingdom

Neil Shephard

Neil Shephard publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Complex Systems and Time Series Analysis.

ORCID 0000-0001-8230-9754 OpenAlex
World rank
#41,041
of 7,710,434 ranked researchers
Rank in United Kingdom
#3,245
of 367,258
Works
270
Citations
27k
Citations per work
98.8
h-index
69
i10-index 144Top 0.3% in Finance
Neil Shephard

What does Neil Shephard research?

Neil Shephard's work is mostly in Economics, Econometrics and Finance (62%), Mathematics (11%), Decision Sciences (6%).

Social Sciences: 184 works · 68.1% of their workEconomics, Econometrics and Finance: 168 works · 62.3% of their workFinance: 97 works · 35.9% of their workEconomics and Econometrics: 49 works · 18.2% of their workGeneral Economics, Econometrics and Finance: 22 works · 8.2% of their workDecision Sciences: 16 works · 5.8% of their workManagement Science and Operations Research: 16 works · 5.8% of their workEverything else: 44 works · 16.2% of their workPhysical Sciences: 42 works · 15.7% of their workMathematics: 29 works · 10.6% of their workStatistics and Probability: 29 works · 10.6% of their workComputer Science: 14 works · 5.1% of their workArtificial Intelligence: 14 works · 5.1% of their workTHEIR WORKNeil Shephard270works
Physical Sciences16%Social Sciences68%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance16862.3%
    2. Decision Sciences165.8%
  2. Everything else4416.2%
    1. Mathematics2910.6%
    2. Computer Science145.1%
  1. 1Finance36% of their works
  2. 2Economics and Econometrics18% of their works
  3. 3Statistics and Probability11% of their works
  4. 4General Economics, Econometrics and Finance8% of their works
  5. 5Management Science and Operations Research6% of their works
  6. 6Artificial Intelligence5% of their works

Research topics

Which keywords describe Neil Shephard's research?

The keywords of their largest research topics: GARCH Models, Volatility, Option Pricing, Stochastic Calculus, Monetary Policy, Econophysics, Multifractal Analysis and Economic Growth.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. GARCH Models1431 topic
  2. Volatility1431 topic
  3. Option Pricing891 topic
  4. Stochastic Calculus891 topic
  5. Monetary Policy782 topics
  6. Econophysics681 topic
  7. Multifractal Analysis681 topic
  8. Economic Growth541 topic
  9. Fiscal Policy541 topic
  10. Regularization371 topic
  11. Variable Selection371 topic
  12. Economic Policy Uncertainty241 topic
  13. Oil Price Shocks241 topic
  14. Forecasting231 topic
  15. Time Series231 topic
  16. Clustering161 topic
  17. Mixture Models161 topic

Where does Neil Shephard work?

Neil Shephard's main affiliation in the publication record is University of Oxford, United Kingdom.

How many publications and citations does Neil Shephard have?

OpenAlex counts 270 works and 26,686 citations for Neil Shephard, an h-index of 69, ranking #41,041 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Other researchers named Neil Shephard

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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