姓名:叶颍娴

职务:副教授


教育背景

博士,香港科技大學,哲學博士,統計;

本科,香港科技大學,商學(榮譽)學士,營運管理;


联系方式 

办公室:QA104

办公电话:-

电子邮箱:iris.yip@cgt.bitzh.edu.cn

办公时间:逢星期二至四,需預約


个人简介

於香港超逾十年大專及碩士課程統計科目教學經驗


研究方向

金融統計模型, 風險分析, 風險價值模型及計算, 蒙特卡羅方法模型及計算, GARCH 模型


教学专业

金融數學. 金融統計模型, 多變量統計分析,精算統計, 時間序列分析與預測


專业資格及获得奖项

Membership, Life Underwriters Association of Hong Kong (LUAHK)

Fellowship, World Business Institute

Best Paper Award, 10th Asian Business Research Conference, World Business Institute, 2014

The Society of Actuaries, Passed Exam P (Probability) and FM (Financial Mathematics) 


发表期刊/文献

 “China Macroeconomic Fundamentals and Hong Kong Stock Market Volatility – A GARCH-MIDAS Analysis”, 2017, Review of Pacific Basin Financial Markets and Policies with Prof. Andy W.W. Cheng 

“Information Transmissions among US, China and Hong Kong Stock Markets”, 2015, Journal of Business and Policy Research with Dr. Andy W.W. Cheng and Prof. Raymond W. So 

“Multivariate GARCH Models with Correlation Clustering”, 2011, Journal of Forecasting with Prof. Mike K. P. So 

“Simplified Specifications of a Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model”, 2009, Mathematics and Computers in Simulation with Prof. Mike K. P. So