Dr. Guoqiang Tian , Dean :: Tel +86-21-65904909 :: Fax +86-21-65903688 中文 | English    
  
Current Location:School of Economics>People>Tenure-track Faculty
Yanping YI
Associate Professor
Time Series, Financial Econometrics, Econometric Theory
(Ph.D., New York University, 2011)

Office Address
222, School of Economics
111 Wuchuan Rd

Contact Information:
Telephone: (+86)21-65902962
Email: yi.yanping@mail.shufe.edu.cn
Personal Web Page:

Bio
Research Papers
Selected Awards
Refereeing


Bio


EMPLOYMENT
    01/2014-present Assistant Professor, School of Economics, SUFE
    08/2011-01/2014 Assistant Professor, School of Statistics and Management, SUFE

EDUCATION
    2005 - 2011 Doctor of Philosophy in Economics, New York University, USA
    2001 - 2004 Master of Arts in Economics, Wuhan University, China
    1997 - 2001 B.A. in Economics and B.S. in Mathematics, Wuhan University, China



Research Papers


  1. "Efficient Estimation of Copula-based Semiparametric Markov Models," with Xiaohong Chen andWei BiaoWu , Annals of Statistics, Volume 37, Number 6B, pages 4214-4253, 2009.

  2. "Uniform Inference in Predictive Regression Models," with Rohit S. Deo and Willa W. Chen, Journal of Business & Economic Statistics, Volume 31, No. 4, pages 525-533, 2013.

  3. "Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model," with Xingdong Feng and Zhuo Huang, Economics Letters, 124 (2014) 378–381.

  4. "Bootstrap in Copula-based Semiparametric Markov Models," with Xiaohong Chen.

  5. "Predicting Asset Returns with Persistent Financial indicators: A Refinement on Predictive Regression Model," with Ren Yu and Yundong Tu .

  6. "Averaging Estimators for Nonstationary Vector Autoregressive Models," with Yundong Tu .

  7. "Testing Predictability in the Presence of Multiple Nearly-integrated Predictors " .

  8. "Estimation of Extreme VaR for quantile GARCH Model: An EVT Approach," with Xingdong Feng and Zhuo Huang.

  9. "Bayesian Inference of Structural Breaks in Time-Varying Volatility Models," with Wei Liao.

Selected Awards

  1. 2005 - 2011 MacCracken Fellowship, NYU

  2. 2006 - 2007 Summer Fellowships, Department of Economics, NYU

  3. 2001 - 2004 Graduate Student Fellowships, Wuhan University

  4. 97, 98, 2000 Distinguished Undergraduate Scholarships (Top 5% in the class), Wuhan University
Refereeing

The Review of Economics and Statistics

Journal of Econometrics

Journal of Business and Economic Statistics

Journal of Financial Econometrics

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