金鑫

时间:2018-08-14

最后学位:多伦多大学经济学博士
岗位职称:常任副教授
研究领域:应用计量经济学, 金融计量经济学
教学课程
办公室:经济学院楼711
电  话:86-021-65902684
Emailjin.xin@shufe.edu.cn
通讯地址:上海市国定路777号 上海财经大学经济学院
邮    编:200433




教师简介
2012 PhD, Economics, University of Toronto

2006 MA, Economics, University of Toronto

2000 BS, Electronics and Information Technology, Beijing Jiaotong University

发表论文
  1. Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices (with  John M. Maheu and Qiao Yang), Journal of Applied Econometrics, published online, 2019.1.

  2. A Bayesian Nonparametric Investigation of the Predictive Effect of Exchange Rates on Commodity Prices, Frontiers of Economics in China, forthcoming
  3. Modeling Covariance Breakdowns in Multivariate GARCH (with John M. Maheuc), Journal of Econometrics, Volume 194, Issue 1, September 2016, Pages 1–23

  4. Bayesian Semiparametric Modeling of Realized Covariance Matrices (with John M. Maheu), Journal of Econometrics, Volume 192, Issue 1, May 2016, Pages 19–39.

  5. Modelling Realized Covariances and Returns (with John M. Maheu), Journal of Financial Econometrics, (Spring 2013) 11 (2): 335-369.



工作论文
1. A Bayesian Nonparametric Investigation of the Relationship between Commodity Prices and Exchange Rates

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