Neil Shephard

101 papers and 15.8k indexed citations i.

About

Neil Shephard is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Neil Shephard has authored 101 papers receiving a total of 15.8k indexed citations (citations by other indexed papers that have themselves been cited), including 67 papers in Finance, 40 papers in Economics and Econometrics and 28 papers in Statistics and Probability. Recurrent topics in Neil Shephard’s work include Financial Risk and Volatility Modeling (65 papers), Stochastic processes and financial applications (35 papers) and Monetary Policy and Economic Impact (23 papers). Neil Shephard is often cited by papers focused on Financial Risk and Volatility Modeling (65 papers), Stochastic processes and financial applications (35 papers) and Monetary Policy and Economic Impact (23 papers). Neil Shephard collaborates with scholars based in United Kingdom, United States and Denmark. Neil Shephard's co-authors include Ole E. Barndorff‐Nielsen, Asger Lunde, Peter Reinhard Hansen, Andrew Harvey and Kevin Sheppard and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and The Economic Journal.

In The Last Decade

Fields of papers citing papers by Neil Shephard

Since Specialization
EngineeringComputer SciencePhysics and AstronomyMathematicsEarth and Planetary SciencesEnergyEnvironmental ScienceMaterials ScienceChemical EngineeringChemistryAgricultural and Biological SciencesVeterinaryDecision SciencesArts and HumanitiesBusiness, Management and AccountingSocial SciencesPsychologyEconomics, Econometrics and FinanceHealth ProfessionsDentistryMedicineBiochemistry, Genetics and Molecular BiologyNeuroscienceNursingImmunology and MicrobiologyPharmacology, Toxicology and Pharmaceutics

This network shows the specialization of papers citing the papers produced by Neil Shephard. Nodes represent fields, and links connect fields that are likely to share authors. The network helps show where Neil Shephard may publish in the future.

Countries citing papers authored by Neil Shephard

Since Specialization
Citations

This map shows the geographic impact of Neil Shephard's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Neil Shephard with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Neil Shephard more than expected).

Rankless by CCL
2025