The pdf version of my CV will be available online in future. Up to July 2022
Degrees
PhD in Economics, School of Economics, Singapore Management University, 2010-2015
M.A. Economics, Center for Economic Research, Shandong University, 2007-2009 (3-year Program)
B.S. Statistics, School of Mathematics, Shandong University, 2003-2007
Research Interest
Financial Markets
Financial Econometrics
High-frequency Financial Data Analysis
Large-dimensional Financial Data Analysis
Publications
Dong, Y., & Tse, Y. K. (2020). Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix. Economics Letters, 195, 109465, click here.
Dong, Y., & Tse, Y. K. (2017). Business time sampling scheme with applications to testing semi-martingale hypothesis and estimating integrated volatility. Econometrics, 5(4), 51, click here.
Dong, Y. , & Tse, Y. K. (2017). On estimating market microstructure noise variance. Economics Letters, 150, 59-62, click here.
Tse, Y. K., & Dong, Y. (2014). Intraday Periodicity Adjustments of Transaction Duration and Their Effects on High-Frequency Volatility Estimation. Journal of Empirical Finance, 28, 352-361, click here.
Working Papers
Paul S. L. Yip, Yiu-Kuen Tse, Yingjie Dong, The Exchange Rate System Reform in China: US Pressure, Implicit Gradual Appreciation and Explicit Exchange Rate Bands. (Submitted)
Paul S. L. Yip, Yingjie Dong, Yiu-Kuen Tse, Interest Arbitrage, Market Forces and Monetary Authority Intervention: Interest Differential between Hong Kong and US. (Submitted)
Yingjie Dong, Wenxin Huang, Yiu-Kuen Tse, Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model. (Submitted)
Working In Progress
Large-dimension Covariance Matrix Estimation and Its Application (with Liang JIANG and Frank TAN)
Publications in Chinese
蔣屏，赵秀芝，《公司理财》，第四版，中信出版社，2022年4月.（第三章、第五章）
蔣屏，董英杰，《财务风险管理——工具与运用》，第一版，高等教育出版社，2018年3月.
董英杰，Creditrisk+违约损失程度为正态分布时的信用风险VaR，西部金融，2009年5月，第五期，77-78.
Research Projects
National Natural Science Foundation of China:
Risk and Risk Co-movement of Chinese Stock Market for a New Era - from the perspective of high-frequency and large-dimensional financial data analysis (Principal Investigator) (国家自然科学基金青年项目：新时代中国股票市场的风险和风险联动性研究——基于高频、高维金融数据的分析)（项目主持人）
国家自然科学基金重大课题：互联网时代的公司财务行为研究（参与）
国家自然科学基金面上项目：制度环境、商业银行会计信息质量与资源配置效率（参与）
国家自然科学基金面上项目：控制权距离与董事会安排 （参与）
National Social Science Fund of China:
国家社会科学基金重大项目：“一带一路”投资安全保障体系研究 （参与）
Other Research Fund:
UIBE Undergraduate Teaching Construction Project (对外经济贸易大学2018本科教学建设项目) (参与)
Fundamental Research Funds for the Central Universities in UIBE (对外经济贸易大学创新团队) (参与)
Conference Presentations
14th International Conference on Computational and Financial Econometrics (CFE 2020) , King's College London, London, United Kingdom, December 19-21, 2020
2019 Asian Meeting of the Econometric Society (2019 AMES), Xiamen University, Xiamen, China, June 14-16, 2019
2nd International Conference on Econometrics and Statistics (EcoSta 2018), City University of Hong Kong, Hong Kong, June 19-21, 2018
The International Workshop on Time Series Econometrics, Tsinghua Sanya International Mathematics Forum (TSIMF), December 18-20, 2015.
The 11th International Symposium on Econometric Theory and Applications （SETA 2015）. Hitotsubashi University, Tokyo, Japan. May 30-31, 2015.
1st Conference on Recent Developments in FinancialEconometrics and Applications, Deakin University, Melbourne, Australia. December 4-5, 2014.
Frontiers in Financial Econometrics, Princeton/SMU/QUT Tripartite Workshop. Queensland University of Technology, Brisbane, Australia. August07-08, 2014.
The 2014 China Meeting of Econometric Society (2014 CMES), Xiamen University, Xiamen, China. June 25-27, 2014.
The 2012 International Symposium on Econometric Theory and Applications (SETA 2012). Shanghai Jiaotong Unversity, Shanghai, China. May 19-21, 2012.
2012 Tsinghua International Conference in Econometrics. Tsinghua University, Beijing, China. May 15-16, 2012.
SKBI Annual Conference on Financial Economics. Peter C.B. Phillips PhD Summer Camp. Singapore. May 07-12, 2012.
Conference Attendence
The Global Young Scientists Summit@one-north (GYSS@one-north) , Nanyang Technological University, Jan. 19-24, 2014.
Fellowships, Honours and Awards
对外经济贸易大学 2021-2022-2 学期研究生教学质量评价结果排名前10%（《财务风险管理》）
指导学生获评2020年北京市普通高校优秀本科毕业设计（论文），本人获评优秀指导教师
对外经济贸易大学2019-2020学年校级“优秀班主任”
对外经济贸易大学2017-2018学年校级“优秀班主任”
SMU Presidential Doctoral Fellowship, Singapore Management University, Aug. 2013-Jul. 2014
Conference Travel Fellowship, Singapore Management University, 2013-2014
SMU Research Scholarship, Singapore Management University, 2010-2014
Excellent Dissertation at Center for Economic Research, Shandong University, 2009
Graduate Scholarship at Shandong University, 2007-2009
Shandong University Second-class Scholarship, 2004-2006