2012年2月,加拿大多伦多大学金鑫博士正式受聘我院助教授。金鑫博士是我校"经济学创新平台"建设项目2012年(第八期)海外招聘计划中引进的优秀人才,其个人基本信息如下:
Languages English, Chinese
Research Interests Financial Econometrics,Applied Econometrics
Teaching Interests Financial Econometrics,Financial Economics,Econometrics
Education
2011 PhD, Economics, University of Toronto (2006-)
Dissertation: Modelling Covariance Dynamics for Assets returns
Committee: John Maheu (supervisor), Martin Burda, Gordon Anderson
2006 MA, Economics, University of Toronto (2005-2006)
2000 BS, Electronics and Information Technology, Northern Jiaotong University(1996-2000)
Awards
Edward B. Kernaghan Fellowship, University of Toronto, 2011
Doctoral Completion Award, University of Toronto, 2011
Graduate Fellowship, University of Toronto, 2006-2010
Research Papers
A Bayesian Nonparametric Investigation of the Relationship between Commodity Prices and Exchange Rates (job market paper)
Modelling Realized Covariance and Returns (with John Maheu), revise and resubmit
Presented at
Canadian Econometrics Study Group, 2011 (Poster Session)
Canadian Economic Association Annual Meeting, 2009
Modelling Multivariate GARCH with Correlation Breakdowns (in progress, with John Maheu)
A New Method to Model Multivariate GARCH Dynamics Parsimoniously (in progress, with John Maheu and Yong Song)
Professional Experience
2005-2011: Teaching Assistant, University of Toronto
_ Statistics for second year undergraduates
_ Introduction to Economics for first year undergraduates
_ Microeconomic Theory for second year undergraduates
2007-2010: Research Assistant, University of Toronto
_ Assisted Professor John Maheu