李佳熹就读于美国北卡罗莱纳州教堂山大学博士项目。目前在博士第五年。他对金融计量和资产定价(金融)的研究较为感兴趣。预估他将于2026至2027学年接受工作面试。
经济学博士, 2027 (预计)
北卡罗莱纳州教堂山大学
经济学硕士, 2019
芝加哥大学
双主修数学和经济学,辅修统计学, 2018
北卡罗莱纳州教堂山大学
A direct application of Tensor Principal Component Analysis (TPCA introduced by Babii et al. in 2022) of the intraday stock returns does not yield sensible result due to a combination of small sample, strong intraday heteroskedasticity, and large error. This paper proposes a weighted version of TPCA that can potentially mitigate the issue and preserve the asymptotic properties and test implications of the TPCA.
教学评分: 4.5/5
助教: 2016秋, 2017秋
助教: 2016秋
助教: 2019春
助教: 2022秋, 2023秋
助教: 2023春
助教: 2024春
助教: 2025春, 2026春(即将)
讲师: 2025秋
课程内容: GitHub Repository