Qiao Yang    Assistant Professor、PI
Institute School of Entrepreneurship and Management
Research Area Financial Econometrics and Bayesian Econometrics
Contact Info. yangqiao@@shanghaitech.edu.cn
 
  Biography  
Qiao Yang (Bill) is an Assistant Professor、PI in the School of Entrepreneurship and Management at ShanghaiTech University. He joined ShanghaiTech University in September 2016 after receiving Ph.D. degree in Economics from University of Toronto in August 2016. He obtained his Master degree in Economics from University of Toronto in June 2011 and his Bachelor degree from Queen’s University, Kingston, in June 2010.
  Research Interests  
Dr. Yang's research is to apply Bayesian techniques to construct the models that not only offers significant improvement on forecast accuracy, but also allows us to investigate the empirical problems under a new prospect.
  Selected Publications  

Working papers
Stock Returns and Real Growth: A Bayesian Nonparametric Approach.
A Bayesian Approach to Oil Price and Real Economy Relationship.


Publications
Maheu J. M and Yang Q. (2016) “An Infinite Hidden Markov Model for Short-term Interest Rates”, Journal of Empirical Finance, 38, 202-220.

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