Dr. Xin Jin received his Ph.D. in 2012 from University of Toronto. He joined the School of Economics at Shanghai University of Finance and Economics in 2012. His areas of specialization include applied econometrics and financial econometrics.
Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices (with John M. Maheu and Qiao Yang), Journal of Applied Econometrics, published online, 2019.1.
A Bayesian Nonparametric Investigation of the Predictive Effect of Exchange Rates on Commodity Prices, Frontiers of Economics in China, forthcoming
Modeling Covariance Breakdowns in Multivariate GARCH (with John M. Maheuc), Journal of Econometrics, Volume 194, Issue 1, September 2016, Pages 1–23.
Bayesian Semiparametric Modeling of Realized Covariance Matrices (with John M. Maheu), Journal of Econometrics, Volume 192, Issue 1, May 2016, Pages 19–39.
Modelling Realized Covariances and Returns (with John M. Maheu), Journal of Financial Econometrics, (Spring 2013) 11 (2): 335-369.
1. A Bayesian Nonparametric Investigation of the Relationship between Commodity Prices and Exchange Rates