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Lin, Juan

Associate Professor

Phone:

Email:linjuan.bnu@gmail.com

Office:D226

Office Hours:Friday 9:00-11:00 am

Research Fields:


Biography Research Papers Research Projects

Working Experiences

Associate Professor at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Since August 2017

Assistant Professor at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2014-July 2017

Lecturer, Department of Finance, School of Management, Fuzhou University, 2005.9 - 2007.6.

Education Background
Ph.D., Economics, Beijing Normal University, 2011.
Joint Ph.D. Program, Department of Economics, Texas A&M University, 2009.7 - 2010.12.
M.S., Economics, Beijing Normal University, 2005.
B.A., Economics, Beijing Normal University, 2002.

Research Interest
Risk Management, Financial Econometrics, Nonparametric and Semiparametric Econometrics, International Finance

1. 林娟,赵海龙. 沪深股市和香港股市的风险溢出效应研究---基于时变Delta CoVaR模型的分析,《系统工程理论与实践》,40(6), 1533-1544.

2. Lin J. and X. Wu. "A Diagnostic Test for Specification of Copulas under Censorship", Econometrics Review, accepted.

3. Lin J. and X. Wu, 2017. "A Sequential Test for the Specification of Predictive Densities", Econometrics Journal, 20: 190-220.

4. Lin J. and X. Wu, 2015. "Smooth Tests of Copula Specifications", Journal of Business & Economic Statistics, 33, 128-143.

5. Wang, L., Z. Liang, J. Lin and Q. Li, 2015. "Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model", Annals of Economics and Finance, 16-2, 353-369. 

6. Li, Q., J. Lin and J.S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions", Journal of Business & Economic Statistics, 31, 57-65.

7. Gu, J., J. Lin and D. Liu, 2011. "Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect", Advances in Econometrics, 27, 289-311.

8.  贺力平,林娟:论外汇投资中的估值效应及其经济影响,  金融评论,  2011 年 6 期

 

 

国家自然科学基金(青年科学基金项目):密度函数预测模型的设定检验及其在中国宏观经济指标预测中的应用,2016.1-2018.12

教育部人文社会科学研究青年基金:风险中性密度函数的非参数估计与应用研究,项目批准号:20YJC790071