团队科研

推荐阅读

近期活动

Home 首页 团队科研 / 团队队伍
谢天

谢天

教授（常任教职）

  • 主要研究方向

    Forecast Combination and Model Averaging, Applied Econometrics for Data Science, Financial Volatility

  • 联系电话 65907729
  • 电子邮箱 xietian@shufe.edu.cn

Education

Queen's University     Ph.D. (Economics)     11/2013
Queen's University     M.A. (Economics)     10/2005
University of Western Ontario     B.A. with High Honors (Economics)     10/2004
 

Employment

CoB, SHUFE     Professor     7/2023 – Present
CoB, SHUFE     Associate Prof.     7/2020 – 7/2023
CoB, SHUFE     Assistant Prof.     7/2019 – 7/2020
Xiamen University     Assistant Prof.     9/2016 – 6/2019
Wuhan University     Assistant Prof.     9/2014 – 7/2016
 

Selected Publications

  1. “High Dimensional Forecast Combinations Under Latent Structures” with Zhentao Shi and Liangjun Su, Review of Economics and Statistics,  2023, forthcoming.

  2. “Federal Policy Announcements and Capital Reallocation: Insights from Inflow and Outflow Trends in the US” with Yue Qiu,  Wenjing Xie, and Xiangzhong Zheng,  Journal of International Money and Finance, 2023, vol.139, no.102936, 1-20.

  3. “Correcting Sample Selection Bias with Model Averaging for Consumer Demand Forecasting”with Shangwei Zhao, Guanren Yang, and Xinyu Zhang, Economic Modelling, 2023, vol.123, no.106275, 1-8

  4. “The Bigger Picture: Are Analytics and Social Media Data the best Way to Predict Movie Success?” with Steven F. Lehrer, Management Science, 2022, vol.68, no.1, 189-210.

  5. “Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks” with Yue Qiu, Jun Yu, and Qiankun Zhou, Journal of Financial Econometrics, 2022, vol.20, no.1, 160–186.

  6. “Does High Frequency Data Improve Our Confidence in Forecasts of Low Frequency Measures?” with Steven F. Lehrer and Tao Zeng, Journal of Financial Econometrics, 2021, vol.19, no.5, 910–933.

  7. “Social Media Sentiment, Model Uncertainty, and Volatility Forecasting” with Steven F. Lehrer and Xinyu Zhang, Economic Modelling, 2021, vol.102, no.105556, 1-13.

  8. “Forecast Bitcoin Realized Volatility by Exploiting Measurement Error under Model Uncertainty” with Yue Qiu, Zongrun Wang, and Xinyu Zhang, Journal of Empirical Finance, 2021, vol. 62, 179-201.

  9. “Model Uncertainty of Cross-country Growth Empirics: Machine Learning Perspective” with Yan Liu, China's Industrial Economics (中国工业经济), 2019, vol.12, 5-22.

  10. “Weighing the Asset Pricing Factors: A Least Squares Model Averaging Approach” with Yue Qiu and Yu Ren, Quantitative Finance, 2019, vol.19, no.10, 1673-1687.

  11. “Consumption, Aggregate Wealth, and Expected Stock Returns: A Fractional Cointegration Approach'' with Yu Ren, Quantitative Finance, 2018, vol.18, no.12, 2101-2112.

  12. “Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?'' with Steven F. Lehrer, Review of Economics and Statistics, 2017, vol.99, no.2, 749-755 (lead article).

 

Contact Tian Xie (xietian@shufe.edu.cn) for a complete publication list.