JERRY SONGYEN CHEN

Hi, here is Jerry. Welcome to my website!

I am a dual Ph.D. candidate in Finance and Statistics at National Taiwan University (NTU) and National Chengchi University (NCCU) , in Taiwan. Before joining the doctoral program, I got my Master of Science in Mathematics from NCCU and my Bachelor of Science in Economics from NTU. My domain of research interests encompasses various dimensions: Probability Theory and Stochastic Processes, Mathematical Statistics, Econometric Theory, Financial Econometrics, Continuous-time Finance, Financial Risk Measures, Empirical Asset Pricing, Behaviorial Finance, Statistical Machine Learning and Financial Applications.

The specialized topics are focused on: Nonparametric and Semiparametric Statistics, Dependent Data, Functional Time Series, High-dimensional Dependent Data, High-frequency and Mixed-frequency Data.

Email: xchen.ntu [at] gmail.com