个人简介
个人简历
2010年6月,获得加拿大女皇大学优秀荣誉经济学本科学位
2011年6月,获得多伦多大学经济学硕士学位
2016年8月,获得多伦多大学经济系博士学位
2016年9月,加入上海科技大学创业与管理学院任助理教授
主讲课程
商业统计原理,金融计量,量化投资
主持科研项目
国家自然科学青年基金(2022-2024)
近期论文
查看导师新发文章
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"Infinite Markov Pooling of Predictive Distributions"Journal of Econometrics (2022), 2, 302-321. (with Xin Jin and John Maheu)
"Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach"Econometrics (2021), 9, 45. (with Xin Jin and Jia Liu)
"Oil Price Shocks and Economic Growth: The Volatility Link"International Journal of Forecasting (2020), 36, 570-587, (With John Maheu and Yong Song)
"Stock Returns and Real Growth: A Bayesian Nonparametric Approach" Journal of Empirical Finance (2019), 53, 53-69
"Bayesian Parametric and Semiparametric Factor Models for large Realized Covariance Matrices"Journal of Applied Econometrics(2019), 34, 641-660, (with Xin Jin and John Maheu)
"An Infinite Hidden Markov Model for Short-term Interest Rates" Journal of Empirical Finance (2016), 38, 202-220, (with John Maheu)