Lining Yu
Contact
- E-mail: yulininx(at)hu-berlin.de
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Phone: +49 30 2093-5721
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Office: Spandauer Str. 1, room 400
- Office hours: upon agreement
Mail address
Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin
Germany
Education
2014 M.Sc. in Statistics, Humboldt-Universität zu Berlin
2017 Ph. D in Statistics and Econometrics, Humboldt-Universität zu Berlin
Research Interests
VaR and CoVaR Estimation
Dimension Reduction
Variable Selection
Teaching
Statistical Programming Languages (WS 15/16)
Publications
Härdle, W. K., Wang, W. and Yu, L. (2016) TENET: Tail-Event driven NETwork risk. Journal of Econometrics, 192(2):499–513. SFB 649 DP 2014-066
Yu, L., Härdle, W. K., Borke, L., Benschop T. (2017) FRM: a Financial Risk Meter based on penalizing tail events occurrence. Submitted to Statistics & Risk Modeling. SFB 649 DP 2017-003
Presentations