Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Ya Qian

 

Contact

  • E-mail:

    ya.qian@hu-berlin.de

     

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    Phone:

    +49 30 2093-99596

    Office:

    Office hours:

    Spandauer Str. 1, room 313

    upon agreement
    Postal address:

    Humboldt-Universität zu Berlin

    School of Business and Economics

    Ladislaus von Bortkiewicz Chair of Statistics
    Spandauer Str. 1
    10178 Berlin, Germany

Education

  • 2015-         present
 Doctoral student, IRTG 1792, Humboldt-Universität zu Berlin and Xiamen University
  • 2013-2015
 Master of Management in Financial Engineering, Fudan University, China
  • 2009-2013
 Bachelor of Economics and Mathematics, Wuhan University, China

Research Interests

  • Financial Econometrics

  • Network Analysis

  • Portfolio Management

  • Behavioral Finance

  • Economic Theory

Teaching

Presentations

alt Industry Interdependency Dynamics in a Network Context

Papers

  • Qian Y, Chen CYH, Härdle WK (2017) Industry Interdenpendency Dynamics in a Network Context (submitted)
  • Qian Y, Tu J, Härdle WK (2018) Information Arrival, News Sentiment, Volatilities and Jump Risks of Intraday Returns (working paper)