主讲人介绍:李勇,中国人民大学汉青经济与金融高级研究院副教授,金融系主任。李教授毕业于香港中文大学,博士学位。他的研究兴趣是金融计量学和贝叶斯宏观经济计量学。他的研究课题集中于改进贝叶斯方法并应用于分析金融随机波动模型。他在Journal of Econometrics, Journal of Mathematical Finance, Economic Modeling, Computational Economics,《计量经济学》、《经济研究》,《管理世界》等国内外优秀刊物上发表了多篇学术论文。他还是国家自然科学基金评审员和教育部新世纪优秀人才支持计划成员。
时间:2013年10月24日,星期四,15:30-17:00
TOPIC: A Bayesian Chi-Squared test for Hypothesis Testing
SPEAKER:Yong Li, Associate Professor affiliated to Hanqing Advanced Institute of Economics and Finance at Renmin University of China. He received his Ph.D. degree from Chinese University of Hongkong. His research interests focus on Financial Econometrics (Quantitative Investment), Macrofinance (DSGE models), and Bayesian Econometrics. He published academics papers in many journals such asJournal of Econometrics, Journal of Mathematical Finance, Economic Modeling, Computational Economics, Economic Research(in Chinese), and Management World(in Chinese).He is now serving as the reviewer for National Science Fund of China and also a member to New Century Excellent Talents in Chinese University.
Time: Thursday, October 24, 2013, 3:30-5:00 pm
Venue: Room 604, Academic Hall
Organizer: Chinese Academy of Finance and Development