个人信息
学位：金融学博士
研究兴趣：金融计量，高频金融数据

博士生导师、硕士生导师

 

教育背景
金融学博士，西班牙庞培法布拉大学，2017
研究型经济学硕士，西班牙庞培法布拉大学，2013
经济学学士，西南财经大学，2010

 

工作经历
2017年9月至2018年11月，首都经贸大学国际经管学院助理教授
2018年12月至今，首都经贸大学国际经管学院副教授

 

论文发表
Realized networks(合作者：Christian Brownlees，Eulalia Nualart), Journal of Applied Econometrics, 33(7), 986-1006, 2018

Detecting price jumps in the presence of market microstructure noise, Journal of Nonparametric Statistics, 31(3), 769-793, 2019

On the estimation of integrated volatility in the presence of jumps and microstructure noise (合作者：Christian Brownlees，Eulalia Nualart), Econometric Reviews, 39(10), 991-1013, 2020

 

教学经历
2017年9月至2020年9月，公司金融（研究生课程）

 

学术报告
第二届中国计量经济学者论坛，北京，2018年12月
第五届环亚太青年计量学者会议，上海，2019年1月

 

 

Personal details
Degree: Ph.D. in Finance
Research Interests: Financial Econometrics, High-Frequency Financial Data

 

Educational Background
- Ph.D. in Finance, Universitat Pompeu Fabra, 2017
- Master of Research in Economics, Universitat Pompeu Fabra, 2013
- Bachelor in Economics, Southwestern University of Finance and Economics, 2010

 

Working experience
- 2017.9-2018.11, Capital University of Economics and Business, Assistant Professor
- 2018.12-present, Capital University of Economics and Business, Associate Professor

 

Publications
Realized networks(with Christian Brownlees，Eulalia Nualart), Journal of Applied Econometrics, 33(7), 986-1006, 2018

Detecting price jumps in the presence of market microstructure noise, Journal of Nonparametric Statistics, 31(3), 769-793, 2019

On the estimation of integrated volatility in the presence of jumps and microstructure noise (with Christian Brownlees，Eulalia Nualart), Econometric Reviews, 39(10), 991-1013, 2020

 

Teaching experience
2017.9-2020.9，Corporate Finance (for Master students)

 

Presentations in Seminars and Conferences
2018.12, 2nd Chinese Econometricians Forum, Beijing
2019.1,  5th Annual meeting of Young Econometricians in Asia-Pacific, Shanghai