余 超 副传授

xingming: yuchao      

zhuanye: tongjixue            

xibie: jingjitongjixi

zhicheng: jiangshi      

bangongdelvfeng: 010-64497176  

dianziyoujian: chaoyu@bikinisbarandgrill.com

 

jiaodaobeijing:

2013nian6yue    boshibiyeyuzhongguoguomindaxueruidian1fencaipingtai tongjixuezhuanye    jingjixueboshi

 

renwulvli:

2013nian8yuezhijin   duiwaijingjishangyedaxue ruidian1fencaipingtai     fuchuanshou

 

chuanshoukecheng:

liyongtongji、shihouxuliechanfa

 

yantaofanchou:

jinrongjiliangchanfa、jinronggaopinshujuchanfa

 

shouyaoyantaogongxiao:

[1]nonparametric estimation of high frequency spot volatility for brownian semi-martingale with jumps, journal of time series analysis, 2014.[sci]

[2]kernel filtering of spot volatility in presence of lévy jumps and market microstructure noise, submitted, 2014. 

[3]nonparametric estimation of jump characteristics under market microstructure noise, communications in statistics-simulation and computation, accepted,2015.[sci]

[4]bayesian approach to markov switching stochastic volatility model with jumps, communications in statistics-simulation and computation, 2011.[sci,ssci]

[5]industrial employment structure and business cycle—from perspective of city and town economy, 2012 international conference on management innovation and public policy,2012.

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