金融学研究讨论会系列
Finance Research Seminar
题 目：OPTIMAL TRANSACTION FILTERS UNDER RANSITORY TRADING OPPORTUNITIES: Theory and Empirical Illustration.
主讲人：Dr. WU YANGRU
Associate Professor of Finance
Rutgers University
时 间：2004年5月26日星期三10：00 am
地 点：光华楼219
Professor Wu got his PhD from Ohio State University. He has published articles in numerous journals including the Journal of Finance, Economic Journal, Journal of Money Credit and Banking, Journal of Economic Dynamics and Control, Journal of Public Economics, Journal of International Money and Finance and journal of Applied Econometrics. His research covers a range of topics in international finance and economics, including foreign exchange risks, asset price volatility and bubbles, investment strategies, and non-stationary analysis of financial and macroeconomic time series.
