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Yi He

Candidate Fellow

University
University of Amsterdam
Research field
Econometrics
Interests
Econometric Theory, Financial Econometrics, Risk Management

Biography

Yi He is an assistant professor at Amsterdam School of Economics, University of Amsterdam. He received his PhD from Tilburg University and worked at Monash University before joining UvA. His research focuses on high-dimensional econometrics, financial econometrics, extreme value analysis and machine learning. His works have been published on JRSS-b, JBES and AoS.