Econometrics & Business Statistics

    Research areas

  • extreme events, tail risk, financial econometrics, semiparametric statistics, empirical likelihood

Biography

Yi He is a Lecturer in Econometrics, in the Department of Econometrics and Business Statistics.

Research output

  1. Statistical inference for a relative risk measure

    Research output: Research - peer-reviewArticle

  2. Estimation of extreme depth-based quantile regions

    Research output: Research - peer-reviewArticle

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ID: 11748543