Question 1

What does Neil Shephard research?

Accepted Answer

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.

Question 2

Which keywords describe Neil Shephard's research?

Accepted Answer

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

Question 3

Where does Neil Shephard work?

Accepted Answer

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

Question 4

How many publications and citations does Neil Shephard have?

Accepted Answer

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.

Question 5

Is Neil Shephard's h-index high?

Accepted Answer

An h-index of 69 is at or above that of 99.7% of the 16,214 ranked researchers whose main subfield is Finance, which is in the top 0.3%.