Neil Shephard Receives Guy Medal in Silver

The Royal Statistical Society has awarded Harvard Statistics Department Chair Neil Shephard the 2017 Guy Medal in Silver for his seminal paper “Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics” written jointly with Ole Eiler Barndorff-Nielsen.

The paper exemplifies his highly influential contributions across Statistics, Econometrics and Finance, including particle filtering, stochastic volatility models and the statistical analysis of high-frequency data.