Photographer: Onbekend (vriend van de geportretteerde)

Mr H. (Hao) Fang

  • Faculty of Economics and Business
    Section Quantitative Economics
  • Visiting address
    REC E
    Roetersstraat 11  
  • Postal address:
    Postbus  15867
    1001 NJ  Amsterdam
    T: 0205254252
    T: 0205254231

Currenct position

PhD candidate, Center for Nonlinear Dynamics in Economics and Finance, Department of Quantitative Economics

Research Interests

Financial Econometrics, Risk Management, Portfolio Theory, Non-parametric Statistics


Tinbergen Institute


MPhil in Economics, Tinbergen Institute (2014)

MSc in Finance, Dongbei University of Finance and Economics, Dalian, China (2012)

Personal website

Curriculum Vitae

Mathematics I (T1010)

Research Master course at Tinbergen InstituteLecturer Dr. Florian Wagener, 2013

Statistics (TI012)

Research Master course at Tinbergen InstituteLecturer Dr. Peter Spreij, 2013

Probability and Statistics 3 (6012B0286Y)

2nd year Bachelor course at University of AmsterdamLecturer Prof. Cees Diks, 2014, 2015, 2016

Time series analysis (6012B0334Y)

3rd year Bachelor course at University of AmsterdamLecturer Prof. Cees Diks, 2014, 2015, 2016

Statistics (6011P0154Y) 

1st year Bachelor course at University of AmsterdamLecturer Dr. Wim van Beers, 2015

Intermediate Mathematics (6012B0339Y)

2nd year Bachelor course at University of AmsterdamLecturer Dr. J.W.T. Bogers, 2016


  • Diks, C., & Fang, H. (2017). Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods. Entropy, 19(7), [372]. DOI: 10.3390/e19070372  [details] 


  • Fang, H. (2018). Multivariate density forecast evaluation and nonparametric Granger causality testing [details] 
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