Curriculum Vitae & Google Citations
Academic Appointment:
Assistant Professor, University of Macau
Research Interests:
Econometrics & Empirical Asset Pricing
Developing and applying new statistical models to economic and financial data.
Finding new factors or predictors for asset returns in the short-term and long-term.
Contact Information:
E21B #3031, University of Macau
Avenida da Universidade
Taipa, Macao SAR, P.R. China.
Email: yubotao@um.edu.mo
News on Research:
April 2023:
The paper "Trend-based Forecast of Cryptocurrency Returns" joint with my postgraduate student Xilong Tan, has been accepted for publication in Economic Modelling.