谢天

助理教授

加拿大皇后大学经济学博士


电话:

电子邮件:xietian@xmu.edu.cn

办公室:B114b

个人主页:http://【邮箱有时无法正常接收,可以office hour直接过来】

个人简介 研究成果 研究项目

工作经历
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2016 - current;
Assistant Professor at Economics and Management School (E&M), Wuhan University, September 2014 - July 2016;
Senior Data Analyst at Janys' Analytics, Boston, US, March 2013 - August 2014;
Financial Analyst at Shanghai Holly Technology Co. Ltd., Shanghai, China, January 2010 - August 2011.

教育背景
Ph.D. in Economics, Queen's University, 2013; 
M.A. in Economics, Queen's University, 2005; 
Honours B.A. in Economics, Western University (UWO), 2004.

研究兴趣
Financial Econometrics, Big Data Analytics, Model Combination and Forecasting

教学兴趣
Econometrics, Risk Management, Asset Pricing, 
 

Published and Forthcoming

 

Working Paper 

  • “Forecasting with Social Media Data in the Presence of Heteroscedasticity” with Steven F. Lehrer, 2016
  • “Evaluating Asset Pricing Factors” with Yue Qiu and Yu Ren, 2016
  • “Controling Global Effects in Asset Pricing” with Yue Qiu and Yu Ren, 2016