Academics

Welcome

I am one of two tutorial fellows in Economics at Keble.  I primarily teach Keble students in Macroeconomics and Econometrics.  For more information about me, please visit my personal homepage.

Research Interests

My research focuses on issues, both theoretical and empirical, in financial econometrics. Specifically, I am interested in volatility and dependance modeling, market microstructure, and portfolio allocation.

Recent Publications

• Lorenzo Cappiello, Robert F. Engle and Kevin Sheppard, 'Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns' in Journal of Financial Econometrics, 4 (2006), 537-572
• Alfred Norman, Kevin Sheppard, et. al., 'On the Complexity of Consumer Decision Rules' in Computational Economics, 23 (2004), 173-192
• Alfred Norman, Kevin Sheppard, et. al., 'An Ordering Experiment' in Journal of Economic Behavior and Organization, 50 (2003), 249-262
• 'Multi-Step estimation of Multivariate GARCH models' in Proceedings of the International ICSC Symposium: Advanced Computing in Financial Markets, ed. (2001)

Academic Biography

• Tutorial Fellow, Keble College (2004 - present)
• University Lecturer in Financial Economics, Department of Economics, University of Oxford (2004 - present)
• University of California - San Diego Ph.D. (1998 - 2004)
• University of California - San Diego M.A. (1998 - 2000)
• University of Texas at Austin - B.S. in Mathematics (1992 - 1998)
• University of Texas at Austin - B.A. in Economics (1992 - 1998)