Shih-Kang Chao
| E-mail: | shih-kang.chao@hu-berlin.de |
 |
| Phone: | +49 30 2093-5748 | |
| Fax: | +49 30 2093-5649 | |
| Office hours: | upon agreement | |
| Office: | SPA1, 312 | |
| Mail address: |
Humboldt-Universität zu Berlin School of Business and Economics Ladislaus von Bortkiewicz Chair of Statistics Unter den Linden 6 10099 Berlin Germany |
TEACHING
Statistics II (Übung WS 12/13)
Multivariate Statistical Analysis II (SS 13)
EDUCATION
|
2011- |
Berlin Doctor Program for Economics and Management Science (BDPEMS) |
| 2009-2011 | M.B.A. in Finance, National Taiwan University, Taiwan |
|
2003-2008 |
B.A. in Finance (Minor in Mathematics), National Taiwan University, Taiwan |
RESEARCHS
- Value at Risk (VaR) estimation
- Nonparametric Quantile regression and its statistical inference
- Sequential Analysis
PRESENTATION
Quantile Regression in Risk Calibration
