Department of Finance Assistant Professor
电子邮箱:
研究方向:Applied Econometrics, Financial Econometrics
Time | Institution | Degree/Position |
2006-2011 | Nation University of Singapore Economics | Ph.D |
2004-2006 | Nankai University Economics | Master |
1999-2003 | Nankai University Finance | Bachelor |
May,2012-May,2016 | National University of Singapore | Research Fellow |
Aug,2010-May,2012 | National University of Singapore | Full-time TA |
[1] Heejoon Han, Shen Zhang, Non-stationary Volatility Model[J].The Econometrics Journal,2012,15:204-225.
[2] Shen Zhang, Heejoon Han, Semiparametric ARCH-X Model for leverage Effect and Long Memory in Stock Return Volatility[J]. African Journal of Economic Theory and Econometrics. 2014. 25(3):81-100.
[3] Heejoon Han, Myung D. Park, Shen Zhang. A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility [J]. Journal of Forecasting. 2015. 34(3):209-219.