主讲人:Wei Long(Assistant Professor, Tulane University)
时间:2016年6月28日(周二) 1:30 pm
地点:国际经管学院会议室(诚明楼三层)
主办方:国际经济管理学院
Abstract:
Wei's research concentrates on financial econometrics, time series and applied econometrics. His current work focuses on model selection and model averaging. For example, Wei has studied dependence structures among different financial markets by implementing a model averaging method on the mixture copula model. He has used the model averaging method to estimate the treatment effect of social policy (e.g., Virginia's justice reform in 1995). And he has researched the explosive behavior in the gold market since the 1960s.
主讲人简介:
Wei earned a bachelor's degree in Accounting from Renmin University of China in 2009 and a master's degree in Statistics from Columbia University in 2010. He received the Ph.D. in Economics from Texas A&M University in 2015.