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美国波士顿大学徐佳文博士接受我院聘用
发布日期:2013-02-26

    2013年2月,美国波士顿大学经济学博士徐佳文正式受聘我院助教授。徐佳文博士是我校"经济学创新平台"建设项目2013年(第九期)海外招聘计划中引进的优秀人才,其个人基本信息如下:
http://blogs.bu.edu/jwxu

EDUCATION
Ph.D., Economics, Boston University, Boston MA, May 2013 (expected)
Dissertation Title: Econometrics Methods related to parameter instability, long memory and forecasting
Main advisor: Pierre Perron
Dissertation Committee: Pierre Perron, Zhongjun Qu and Ivan Fernandez-Val

M.A.P.E, Political Economy, Boston University, Boston MA, 2010

B.A., Econometrics (Summa Cum Laude), Shanghai University of Finance & Economics,Shanghai, China, 2008

Exchange Student, Economics, Orebro University, Orebro, Sweden, 2006-2007

FIELDS OF INTEREST
Time Series Econometrics, Forecasting, Financial Econometrics

TEACHING EXPERIENCE
Teaching Fellow, Microeconomics, Department of Economics, Boston University, Fall 2009
Teaching Assistant, Time Series, Department of Economics (Ph.D. level), Boston University,Fall 2011
Teaching Assistant, Economics of Risk and Finance, Department of Economics, Boston University, Spring 2010
Teaching Assistant, International Finance, Department of Economics, Boston University, Spring 2009
Teaching Assistant, Chinese Economy, Department of Economics, Boston University, Spring 2009, Spring 2010

WORK EXPERIENCE
Research Assistant, Professor Jerome Detemple, School of Management, Boston University,2010-2011
Research Assistant, Professor Pierre Perron, Department of Economics, Boston University,2011
Intern, Analyst for Small and Medium Enterprises Commercial Banking, Citi Group,
Shanghai, China, 2008

FELLOWSHIPS AND AWARDS
Special Research Fellowship, Boston University, Spring 2012, Fall 2012
Research Fellowship, Boston University, Fall 2010, Spring 2011,Fall 2011
Summer Grant, Boston University, Summer 2010
Teaching Scholarship, Boston University, Spring 2010,Spring 2009
Teaching Fellowship, Boston University, Fall 2009
Renmin Scholarship, Shanghai University of Finance & Economics, 2004-2008
Excellent undergraduate thesis award, Shanghai University of Finance & Economics, 2008

WORKING PAPERS
"A New Approach to Forecasting in the Presence of In and Out-of-Sample Breaks," (Job Market Paper) (Jiawen Xu and Pierre Perron), October 2012
"Modeling and Forecasting Stock Return Volatility: Level Shift Model with Time Varying Probability and Mean Reversion," (Jiawen Xu and Pierre Perron) September 2012
"Robust Testing of Time Trend and Mean with Unknown Integration Order Errors," (Jiawen Xu and Pierre Perron), May 2012.

WORK IN PROGRESS
"Structural Changes in Variance Risk Premia"
"What Can We Learn from In-Sample Estimation Efficiency and Out-of-Sample Forecasting Accuracy?"
"Estimating VaR under Mutivarite Generalized Hyperbolic distribution using quantile
regression" (with Shusong Jin and Liangliang Zhang)
"On VaR forecasting using regime switching stochastic volatility models" (with Shusong Jin and Liangliang Zhang)

LANGUAGES
Fluent in English, Native in Chinese

COMPUTER SKILLS: MATLAB, Gauss, STATA, Scientific WorkPlace, LyX, Microsoft Office

 

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