教师名录
王斌
通讯地址:深圳市南山区西丽大学城哈工大园区E202E
电子邮件:wangbin@imail.iu.edu
联系电话:

个人简介

王斌博士于2012年获得美国印第安纳大学经济学博士学位。此前曾在2012-2017年任职于上海交通大学安泰经济与管理学院经济系,主讲课程包括统计学,计量经济学,以及时间序列分析等。研究领域为计量经济学,侧重于金融计量和时间序列。

研究方向

Econometrics, Financial Econometrics, Time Series.

教育经历

2012  Indiana University, Bloomington, Ph.D. in Economics.
2006  CCER, Peking University, M.A. in Economics.
2003  Renmin University of China, B.A. in Economics.

研究与工作经历

  
  

专业资质与学术兼职

2014-Present  Referee Service for Journal of Econometrics, Journal of Financial Econometrics, Statistical Inference for Stochastic Processes, China Finance Review International.

科研项目

  

科研成果及奖励

  

论文及著作

1. Estimation of Spot Volatilities and Levy Measure in Jump Diffusions Using Bipower Increments, with Jihyun Kim and Joon Y. Park, revision requested.

2. Nonparametric Estimation of Jump Diffusion Models, with Joon Y. Park, revision requested.

3. Uniform and Lp Convergence of Nonparametric Kernel Estimation of Diffusion Models, with Ruijun Bu and Jihyun Kim.

4. Testing for Predictability in Continuous Time: A Generalized Likelihood Ratio Approach, with Joon Y. Park.

5. A Nonparametric Test for Continuous Time Homogeneous Markov Process: is it a Diffusion Process?

6. Semiparametric Maximum Likelihood Estimation for Diffusion Models, with Ruijun Bu and Jihyun Kim.

7. A Simple Nonparametric Test of Jumps, with Xu Zheng.

任教和任导师经历

  
最后更新:2018-10-22 10:34:55