Distinguished Visitor Professor Neil Shephard (Harvard)

News | Posted on Wednesday 8 March 2023

We are delighted to welcome Professor Neil Shephard from Harvard University.

Professor Neil Shephard joins us from 6  - 10 March.

Neil Shephard’s broad research interests are in econometrics, finance, and statistics, with a particular focus on financial econometrics. He has made significant advances in developing simulation-based inference methods for online learning and has contributed methods to allow the mainstream use of high frequency financial data in economics.

“I am looking forward to visiting the Economics Department at York University, where I started my academic journey, studying Economics and Statistics as an undergraduate student from 1983-86.  I am still studying Economics and Statistics 40 years later.” Neil Shephard, January 2023.

During Neil’s visit he will be presenting both a seminar and keynote lecture:

  • Seminar - Wednesday 8 March 2023, 10.30am to 11.30am, A/RC014 “A robust high frequency financial econometrics
  • Keynote Lecture, Econometric Workshop - Thursday 9 March 2023, 10am to 4.30pm, "Recent Advances in Financial Econometrics."

Keep an eye on this page for more updates.