Xiye Yang

Xiye Yang is an Associate Professor in the Department of Economics at Rutgers University, where he has been since 2015. He specializes in high frequency financial econometrics, asset pricing, and empirical finance. His research focuses on volatility modeling, leverage effects, and semiparametric methods. Yang holds a Ph.D. from the University of Amsterdam (2015), an M.Phil. from Tinbergen Institute (2011), and dual degrees from Peking University (B.A. Economics and B.Sc. Mathematics, 2009).

• Education:
  • Ph.D. in Economics, University of Amsterdam (2015)
  • M.Phil. in Economics, Tinbergen Institute & University of Amsterdam (2011)
  • B.A. Economics & B.Sc. Mathematics, Peking University (2009)

His research interests span high-frequency financial econometrics, with a focus on volatility estimation, jump detection, and semiparametric models. Recent work explores market efficiency, central bank communication impacts, and systemic risk measurement. He regularly publishes in top journals like Journal of Econometrics and Journal of Business & Economic Statistics.

Yang teaches graduate courses such as Economic Forecasting and Big Data, and has advised numerous Ph.D. students. He serves on editorial boards for International Journal of Forecasting and Quantitative Finance and Economics, and organizes the High Frequency Financial Econometrics Workshop.

His professional service includes roles on Rutgers' graduate admissions committee and econometrics workshop coordination. Research highlights include contributions to volatility functional estimation and macroeconomic factor modeling in big data environments.