Assistant Professor,School of Economics and Management, Beihang University

Education

PhD Economics,North Carolina State University 2014.08–2019.07

BA Finance，Fudan University2010.09–2014.06

Research Interests

Financial Econometrics, Time Series

Working Paper

1.Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous

2.Sign Restrictions and Parameterizations of SVARs

3.Volatility Estimation Under Time Endogeneity

Presentations

Beihang University, China, 2018

Triangle Econometrics Conference, Duke University, 2018

Econometrics Seminar Series, North Carolina State University, 2018

Macro Lunch Seminar Series, North Carolina State University, 2018

Macro Lunch Seminar Series, North Carolina State University, 2017