معرفی
Dr. Yongdeng Xu is a Senior Lecturer in Economics at Cardiff Business School, Cardiff University, specializing in advanced econometric methodologies with applications in financial markets and macroeconomic modeling.
Dr. Xu's educational background includes:
- PhD in Economics from Cardiff University (2013)
- MSc in Finance and Econometrics with distinction from the University of York (2007)
- BSc in Finance Information Engineering with First Class Honours from Xi'an Jiaotong University (2006)
His research expertise spans three interconnected domains. In Financial Econometrics, he specializes in multivariate GARCH models, volatility modeling, and forecasting techniques, with particular focus on spillover effects between different asset classes. His work in Macro Econometrics centers on testing Dynamic Stochastic General Equilibrium (DSGE) models using indirect inference methodology. Within Econometric Theory, his contributions address bias and bias correction in simultaneous equation models, enhancing estimation accuracy in complex economic systems.
Analysis of Dr. Xu's publication record reveals consistent advancement in volatility modeling frameworks, particularly in extending GARCH specifications to capture complex market dynamics. His research demonstrates strong integration of theoretical econometric advances with practical financial applications, especially in cross-market volatility transmission and model validation techniques.
Dr. Xu has been recognized for his academic potential through the Cardiff Business School PhD Scholarship (2008-2012).
As an educator, Dr. Xu teaches Econometrics at the undergraduate level (Year 3) and Macroeconometric Practice at the PhD level. He actively supervises doctoral students in Financial Econometrics, particularly those working with multivariate GARCH and volatility modeling, as well as researchers applying indirect inference to macro and trade models.
