导师姓名：董英杰
性别：男
人气指数：32

所属院校：对外经济贸易大学
所属院系：国际商学院
职称：讲师
导师类型：硕导
招生专业：
研究领域： 金融计量,大数据
研究领域： 金融计量,大数据 [收起]




通讯方式 :
电子邮件：dyj@uibe.edu.cn


个人简述 :
2010.08-2015.05新加坡管理大学经济学院，获经济学博士学位2007.09-2009.06山东大学经济研究院，获经济学硕士学位2003.09-2007.06 山东大学数学与系统科学学院，获理学学士学位 学术会议演讲：The 11th International Symposium on Econometric Theory and Applications (SETA 2015). Hitotsubashi University, Tokyo, Japan. May 30-31, 2015.1st Conference on Recent Developments in FinancialEconometrics and Applications, Deakin University, Melbourne, Australia. December 4-5, 2014.Frontiers in Financial Econometrics, Princeton/SMU/QUT Tripartite Workshop. Queensland University of Technology, Brisbane, Australia. August07-08, 2014.The 2014 China Meeting of Econometric Society.Xiamen University, Xiamen, China. June 25-27, 2014.The 2012 International Symposium on Econometric Theory and Applications (SETA 2012).Shanghai Jiaotong Unversity, Shanghai, China. May 19-21, 2012.2012 Tsinghua International Conference in Econometrics. Tsinghua University, Beijing, China.May 15-16, 2012.SKBI Annual Conference on Financial Economics. Peter C.B. Phillips PhD Summer Camp.Singapore. May 07-12, 2012.

科研工作 :
Tse,Y.K.,&Dong,Y.(2014).IntradayPeriodicityAdjustmentsofTransactionDurationandTheirEffectsonHigh-FrequencyVolatilityEstimation.JournalofEmpiricalFinance,28,352-361.