主题：Testing for Co-jumps in High-frequency Financial Data: An Approach based on first-high-low-last Prices
主讲人介绍：廖寅，昆士兰理工大学金融系助理教授。廖博士2011年于澳大利亚国立大学获得其经济学博士学位。其研究兴趣在金融计量经济学、时间序列计量经济学等方面。廖博士的文章曾发表于Pacific Basin Finance Journal，同时其也有文章在Journal of Econometrics再审。
时间：2013年3月21日 星期四 16:00-17:30
TOPIC: Testing for Co-jumps in High-frequency Financial Data: An Approach based on first-high-low-last Prices
SPEAKER: Yin Liao, assistant professor of finance at Queensland University of Technology. She received her PhD in economics in 2011 from Australian National University. Dr. Yin's research interests lie in Financial Econometrics, Time Series Econometrics and so on. She has published in Pacific Basin Finance Journal, and has an R&R in the Journal of Econometrics and several other papers under submission.
Time: Thursday, March 21, 2013, 4:00-5:30 pm
Location: Room 706, Academic Hall
Organizer: Chinese Academy of Finance and Development
