Curriculum Vitae

(download pdf)

EDUCATION

Duke University, Durham, NCExp. May 2017
Ph.D. in Economics

  • Committee: George Tauchen (chair), Tim Bollerslev, Jia Li, and Andrew Patton
  • Thesis: “Inference in Poorly Identified Econometric Settings with Applications in Financial Economics”

George Washington University, Washington, DCMay 2012
B.S. in Economics, summa cum laude

RESEARCH INTERESTS

  • Time-Series Econometrics, Financial Economics

RESEARCH PAPERS

  • “Volatility Jump Regressions” (Job Market Paper)
  • “Data-driven Jump Detection Thresholds for Application in Jump Regressions” (with George Tauchen) (revise and resubmit, Quantitive Economics)
  • “A Pure-jump Semimartingale Framework for Forecasting High-Frequency Tail Risk Measures” (working)
  • “Understanding High Frequency Stock Price Dynamics” (working)

CONFERENCES & WORKSHOPS

  • Society of Financial Econometrics Conference 2016 (City University of Hong Kong)June 2016
  • Triangle Econometrics Conference (Research Triangle, NC)December 2015
  • NBER-NSF Time Series Conference (Vienna University of Economics and Business)September 2015
  • MIT Capital Markets Workshop (MIT Sloan School of Management)July 2015
  • Society of Financial Econometrics Pre-Conference 2015 (Aarhus University, Denmark)June 2015
  • Society of Financial Econometrics Spring School (National Bank of Belgium)June 2015

PROFESSIONAL ACTIVITIES

  • Economics Graduate School Council (Duke University)2014-2015

EXPERIENCE

Research Assistant, Duke University

  • George Tauchen (Duke)2014-2017
  • Atila Abdulkadiroglu (Duke) and Parag Pathak (MIT)2013-2014

Teaching Assistant, Duke University

  • Econ370: “Economics of Financial Derivatives and Financial Engineering”2015-2016
  • Econ690: “High-Frequency Econometrics”2015-2016

FELLOWSHIPS & AWARDS

  • Summer Research Fellowship, Duke University2014, 2015, 2016
  • Graduate Student Fellowship, Duke University2012-2017
  • Phi Beta Kappa, George Washington University2012
  • Pembroke Visiting Fellowship, University of Oxford, United Kingdom2009-2010
  • Benjamin A. Gilman Scholarship, U.S. State Department2009

SKILLS & OTHER INFORMATION

  • Computer: Matlab, Mathematica, LaTeX, Python, C/C++
  • Hobbies: Hiking, Traveling, Running
  • Citizenship: United States

REFERENCES

Prof. George Tauchen (Duke University, Economics)
george.tauchen@duke.edu
(919) 660-1812

Prof. Tim Bollerslev (Duke University, Economics)
tim.bollerslev@duke.edu
(919) 660-1846

Prof. Jia Li (Duke University, Economics)
jl410@duke.edu
(919) 660-1874

Prof. Andrew Patton (Duke University, Economics)
andrew.patton@duke.edu
(919) 660-1849