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Academics

Professor Kevin Sheppard

Tutorial Fellow in Economics

Associate Professor in Financial Economics

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

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)

College Contact Details

Professor Kevin Sheppard
Keble College
Oxford
OX1 3PG
UK
Telephone: 01865 281165
Fax: 01865 272705
Email:

Faculty/Dept. Information

Department of Economics
Manor Road Building
Manor Road
Oxford, OX1 3UQ
UK

Website:
http://www.economics.ox.ac.uk/