Nome Liu Shaowen

Ciclo Ordinamento:

33

Cycle:

XXXIII

Qualification

Dottorando

At the

Department of Statistical Sciences University of Padua

Research Fellows:

no

Contacts (room / phone):

Aula Uggè - Telefono: 049 827 4141

Email:

shaowen.ebs@gmail.com

Years of study:

2017 - 2020

Supervisor:

Massimiliano Caporin

Co-supervisor:

Sandra Paterlini

Education:


09/2017 - 09/2021
PhD in Statistical Sciences
University of Padova (Italy)

09/2013 - 07/2015
Master degree in Finance
EBS Business School (Germany)

09/2001 - 07/2005
Bachelor degree in Transportation
Wuhan University of Technology (China)

PhD Thesis Title:

Estimating dynamic networks with state-space models

Publications:


Liu, S., Caporin, M., and Paterlini, S. (2021a). Dynamic network analysis of North American financial institutions. Finance Research Letters, page 101921. doi: https://doi.org/10.1016/j.frl.2021.101921.

(Working Paper) Liu, S., Caporin, M., and Paterlini, S. (2021b). Estimating time-varying networks with a state-space model. The manuscript is resubmitted to Computational Statistics and Data Analysis.

Home page link:

https://www.stat.unipd.it/ricerca/liu-shaowen

allegato:
4050