Difference between revisions of "Curriculum Vita"
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=== Contact Information === | === Contact Information === | ||
Revision as of 02:42, 21 August 2007
PDF Version 
of my C.V.
Contents |
Contact Information
Department of Economics
Manor Road Building
Manor Road
Oxford OX1 3PG
UK
Phone: +44 1865 281 165
Email: kevin.sheppard@economics.ox.ac.uk
Web: www.kevinsheppard.com
Personal Information
Citizenship: USA
DOB: 3.26.1974
Education
University of California - San Diego
- 2004 Ph.D. in Economics
- 2001 C.Phil in Economics
University of Texas - Austin
- 1998 B.A. in Economics
- 1998 B.S. in Mathematics
Employment
Current
UNIVERSITY OF OXFORD (August 2004 - Present)
- University Lecturer
KEBLE COLLEGE (August 2004 - Present)
- Tutorial Fellow
Previous
UNIVERSITY OF CALIFORNIA - SAN DIEGO (January 1999
- May 2004)
- Teaching Assistant. Courses Assisted: Econometrics, Applied Econometrics, Forecasting, Principals of Microeconomics, Financial Insurance, Investments,Operations Research, Law and Economics
FEDERAL RESERVE BOARD OF GOVERNORS (July - October 2003)
- Summer Intern
UNIVERSITY OF CALIFORNIA - SAN DIEGO (January 2003 - March 2003)
- Lecturer. Course Taught: Econometrics, Linear Regression
REGIONAL ECONOMIC RESEARCH (August 2001)
- Consultant
EUROPEAN CENTRAL BANK (February - March 2002) \\
- Consultant
UNIVERSITY OF CALIFORNIA - SAN DIEGO (August 1999 - September 2003)
- Research Assistant to Drs. Robert F. Engle, James Hamilton and Jason Schacat
Publications
Refereed
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns, Journal of Financial Econometrics. (4:4), 2006, pp. 537-572 (with R. Engle and L. Cappiello)
On the Complexity of Consumer Decision Rules, Computational Economics. (23:2), March 2004, pp. 173-92 (with A. Norman, et. al.)
An Ordering Experiment Journal of Economic Behavior and Organization. (50:2), February 2003, pp. 249-62 (with A. Norman, et. al.)
Other
Evaluating Volatility Forecasts Handbook of Financial Time Series, Forthcoming. 2008 (with A. Patton)
Multi-Step estimation of Multivariate GARCH models Proceedings of the International ICSC Symposium: Advanced Computing in Financial Markets. June 2001
Working Papers
Positive Semi-Definite Multiplicative Error Model, June 2007, With R.F. Engle
Estimation and Testing of time-varying covariance with many assets, February 2006, With R.F. Engle
Realized Covariance and Scrambling, February 2006
Economic Factors and the Covariance of Equity Returns, November 2003
Theoretical Properties of Dynamic Conditional Correlation Multivariate GARCH, 2003, with R.F. Engle
Professional Activities
Conferences and Invited Talks
2007: Stanford SITE, European Central Bank, Brunel University, Cambridge
2006: European Econometric Society, Australasian Econometric Society, Rotterdam
2005: London School of Economics
Journal Referee
American Economic Review, Econometrica, Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Review of Financial Studies, Annals of Finance, Journal of Financial Econometrics, The Econometrics Journal, The Financial Review, International Journal of Money and Finance, Journal of Forecasting, Oxford Bulletin of Economics and Statistics, Computational Statistics and Data Analysis, Berkeley Journal in Macroeconomics
Professional Affiliations
American Economic Association, American Finance Association, Econometric Society
Teaching
Undergraduate
2006/7: Financial Econometrics II, Advanced Financial Econometrics, Advanced Econometrics
2005/6: Financial Econometrics II, Advanced Econometrics
2004/5: Advanced Econometrics
Undergraduate
2006/7: Macroeconomics, Econometrics
2005/6: Macroeconomics, Econometrics
2004/5: Microeconomics, Econometrics
2003/4: Econometrics