Mr H. (Hao) Fang
- Roetersstraat 11
- Postbus 15867
1001 NJ Amsterdam
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Profile
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
Affiliation
Education
MPhil in Economics, Tinbergen Institute (2014)
MSc in Finance, Dongbei University of Finance and Economics, Dalian, China (2012)
Personal website
Curriculum Vitae
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Teaching
Mathematics I (T1010)
Research Master course at Tinbergen Institute, Lecturer Dr. Florian Wagener, 2013
Statistics (TI012)
Research Master course at Tinbergen Institute, Lecturer Dr. Peter Spreij, 2013
Probability and Statistics 3 (6012B0286Y)
2nd year Bachelor course at University of Amsterdam, Lecturer Prof. Cees Diks, 2014, 2015, 2016
Time series analysis (6012B0334Y)
3rd year Bachelor course at University of Amsterdam, Lecturer Prof. Cees Diks, 2014, 2015, 2016
Statistics (6011P0154Y)
1st year Bachelor course at University of Amsterdam, Lecturer Dr. Wim van Beers, 2015
Intermediate Mathematics (6012B0339Y)
2nd year Bachelor course at University of Amsterdam, Lecturer Dr. J.W.T. Bogers, 2016
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Publications
2020
- Diks, C. G. H., & Fang, H. (2020). Comparing density forecasts in a risk management context. International Journal of Forecasting. https://doi.org/10.1016/j.ijforecast.2019.07.006
2017
Diks, C., & Fang, H. (2017). Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods. Entropy, 19(7), [372]. https://doi.org/10.3390/e19070372 [details]
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Ancillary activities
No known ancillary activities
Diks, C., & Fang, H. (2017). Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods. Entropy, 19(7), [372].