Neil Shephard
id:
neil-shephard-306-14592121
title:
Neil Shephard
text:
Neil Shephard, FBA, is an econometrician, currently Frank B. Baird Jr., Professor of Science in the Department of Economics and the Department of Statistics at Harvard University. His most well known contributions are: (i) the formalisation of the econometrics of realised volatility, which nonparametrically estimates the volatility of asset prices, (ii) the introduction of the auxiliary particle filter, (iii) the nonparametric identification of jumps in financial economics, through multipower va
brand slug:
wiki
category slug:
encyclopedia
description:
British economist
original url:
https://en.wikipedia.org/wiki/Neil_Shephard
date created:
date modified:
2023-10-07T23:51:49Z
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image:
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13
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