People

Yao, Chun

  • Portrait
  • Position: Graduate Student 2015
  • Specialty: Financial Econometrics, Macroeconometrics, Time Series Analysis and Forecasting, Empirical Asset Pricing, Machine Learning in Finance
  • Email: cyao@economics.rutgers.edu

Job Market Paper: "Measuring Uncertainty Using Mixed Frequency Macroeconomic and Financial Volatility Risk Factors"

References: This email address is being protected from spambots. You need JavaScript enabled to view it. (Chair), This email address is being protected from spambots. You need JavaScript enabled to view it. This email address is being protected from spambots. You need JavaScript enabled to view it.

CV | Research Statement | Teaching Statement | Website