Recently, Dr. Xin Jin from University of Toronto has accepted our offer of tenure-track Assistant Professorship at SOE. Dr. Jin is an outstanding young scholar whose research interests include Financial Econometrics and Applied Econometrics.
His basic information is as follows:
Homepage: http://individual.utoronto.ca/jin_xin
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)
Research Interests
Financial Econometrics
Applied Econometrics
Research Papers
A Bayesian Nonparametric Investigation of the Relationship between Commodity Prices and Exchange Rates
Modelling Realized Covariance and Returns (with John Maheu), revise and resubmit at Journal of Financial Econometrics
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
