[3月24日]金融计量workshop

发布日期:2016-03-14 18:06    来源:北京大学国家发展研究院

    题目:A general test of asymmetric dependence     主讲人:潘劼宁 南开大学金融学助理教授        主持人:   黄卓  北京大学国家发展研究院副教授      时间:3月24日(周四)14:00-16:00     地点:北京大学国家发展研究院万众楼一楼小教室       主讲人简介:     Dr. Pan received his doctoral degree from Emory University and he is currently an assistant professor of finance at Nankai University. Dr. Pan’s research area includes asset pricing, macro finance and financial econometrics. Currently he mainly focuses on asymmetry in stock returns, non-linearity in bond term structure and joint prediction of stock and bond returns.