博士

北京大学国家发展研究院 副教授 博士生导师

联系方式：[email protected]

研究方向：

金融计量

 

教育背景：

2011年获得斯坦福大学经济学博士学位

 

工作经历

2011.1-至今  北京大学国家发展研究院副教授、博士生导师

 

主要学术成果

[1] Exponential GARCH Modeling with Realized Measures of Volatility. Journal of Business & Economic Statistics，Volume 34, Issue 2, 2016.

[2] Modeling the Long Memory Volatility Using Realized Measures of Volatility. Economic Modelling，Volume 52, January 2016

[3] Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility. Journal of Applied Econometrics, Vol. 27,No. 6, 2012 Winner of the Richard Stone Best Paper Prize for the two years of 2012-2013 at Journal of Applied Econometrics

[4] Pricing the CBOE VIX Futures with the Heston-Nandi GARCH Model. Forthcoming at Journal of Futures Markets.

[5] Estimation of Extreme Value-at-Risk: An EVT Approach for Quantile GARCH Model. Economics Letters, Volume 124, Issue 3,2014.

[6] Ownership Restructuring, Marketization and Wealth Inequality in Urban China:1995 and 2002. China & World Economy, Vol. 20, No. 5, 2012.