Q: Where did you go to university?
A: “I did my undergraduate degree in China and came to Canada for my graduate study. I received my PhD degree from the University of Western Ontario.”
Q: What area of study in economics do you specialize in?
A: “My research is mainly in the field of Econometrics, with a special interest in Financial Econometrics.”
Q: What research are you currently working on?
A: “I am currently working on several empirical and theoretical projects on mixture models on financial markets. I believe that stock return/volatility would behave differently under different market statuses, for instance, the bear and bull. As a first step, we should “detect/identify” the regime-switching point based on certain threshold candidate variable. In one project, I propose to use the persistence as the threshold candidate. In particular, I investigate the return/volatility regimes using the constructed persistency-driven threshold. A sequential estimation procedure is designed for searching the “optimal” threshold level. Currently, I am also working on improving the efficiency of the computing algorithm. In order to get one set of results, it takes around 48 hours to run. The good news is that the preliminary results show some promising support. These fun projects will keep me busy for a while…”
Q: What classes do you teach here at the university?
A: “Since joining UW, I have been teaching courses at both graduate and undergraduate levels, such as Econometric Theory I and II (ECON 621 and ECON 721), Macro-Econometrics (ECON 623/723), Econometrics (ECON 421), Topics in Econometrics (ECON 422), Financial Econometrics (ECON 405).”
Q: And how long have you been teaching at uWaterloo?
A: “I have been teaching at UWaterloo since 2007. So this is my 8th year here. Wow – time really flies…”
Q: Why economics? What is your favourite thing about it?
A: “Hmmm… because Physics is so hard? My favourite thing about economics is that no one knows the truth!”
Q: Do you have any special or interesting talents?
A: “My luggage was lost when I first came to Canada on September 11th, 2001. And I survived…”
Q: What is your spirit animal?
Q:Do you have any silly or irrational fears?
Q: What did you want to be “when you grew up?”
A: “An actor.”