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Education
Ph.D in Economics, Bocconi University, Milan, Italy Master of Science in Economics, Bocconi University, Milan, Italy Master of Engineering in Systems Engineering, Beijing Jiaotong University, Beijing, China 
Research Areas
Areas
1. Volatility Modeling, Financial Econometrics, and Empirical Asset Pricing; 2. Option Pricing Modeling using Levy Processes, Credit Risk and Derivatives Modeling; 3. Applied Time Series and Bayesian Econometrics
On-going Projects
1. Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models, forthcoming, Journal of Business and Economic Statistics; 2. A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing, submitted; 3. An Unscented Kalman Smoother for Volatility Extraction: Evidence from Stock Prices and Options, submitted; 4. Volatility Component, Leverage Effects, and the Return-Volatility Relations, submitted; 5. Option Implied Volatility Factors and the Cross-Section of Market Risk Premia, this version: Feb., 2010; 6. Macroeconomic Fundamentals and the Exchange Rate Dynamics: A No-Arbitrage Macro-Finance Approach, this version: April, 2010; Papers in Progress: 1. A Particle Based Estimation of Infinite Activity Stochastic Intensity Models; 2. Global and Country-Specific Risk Premia Implied in Sovereign CDS Spreads; 3. Long-Run Stock Market Volatility, Macroeconomic Fundamentals, and the Risk Premia Determinants; 4. Inference for Normal Tempered Stable Stochastic Volatiliyt models: A Bayesian Saddle-Point Approximation Approach
Teaching at ESSEC
"Financial Econometrics", Master of Financial Engineering "Advanced Derivatives/Exotic Options", Master of Financial Engineering
Other Teaching Activities
2008, 2009, "Econometrics I”, PhD in Economics and Finance, Bocconi University 2007, "Financial Mathematics”, BSc. iin International Economics, Management and Finance, Bocconi University 2006, "Quantitative Methods for Finance”, Master of Science in Finance, Bocconi University
Awards and Distinctions
2008-2009, Bocconi Research Grant 2007, Chinese Government Award for Outstanding Self-financed Students Abroad 2005- 2009, Bocconi Doctoral Fellowship 2004, Fondazione Invernizzi Fellowship
Scientific Activities
Conference Presentations
2009 Conference on Recent Development in Financial Econometrics, Berlin, Germany X Workshop on Quantitative Finance, Milan, Italy 2008 Workshop on Modeling and Forecasting Economic and Financial Time Series with State Space Models (invited discussant), Sveriges Riksbank, Sweden Fifth World Congress of Bachelier Finance Society, London, England International Conference in Mathematical and Statistical Methods for Actuarial Sciences and Finance, Venice, Italy IX Workshop on Quantitative Finance, Rome, Italy 2007 2nd European EIF Conference in Finance and Accounting, Paris, France EC2 Conference on Advances in Time Series Analysis (Poster), Faro, Portugal China International Conference in Finance, Chengdu, China Asian Finance Association Annual Conference, Hong Kong, China European Conference of Financial Management Association, Barcelona, Spain.
Consulting & Other Activities
Apr., 2001- Aug., 2004 - Program Officer, China International Center for Economic and Technical Exchanges, Ministry of Commerce, Beijing, China Nov. 2002 - Apr., 2003 - Marco Polo Program on Small and Medium Enterprises Management, CIAPI-International Training Center of Chieti, Italy
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