PhD Student

Xiao Yan LinBSc (Economics and Mathematics, University of Toronto); MA (University of Waterloo)

E-mail: xy2lin@uwaterloo.ca


Thesis

I am developing specialized ARMA-GARCH models that may be used to analyze data from stock markets with price limits, regulated foreign exchange rates, commodity future prices with boundaries, and interest floors and ceilings imposed at different periods and on different kinds of loans.

Awards

I received the Meloche Monnex Graduate Scholarship in Quantitative Finance and Insurance in 2010 and the Ken Stollery Memorial Graduate Award in 2011.

Supervisor

  • Dinghai Xu
Affiliation: 
University of Waterloo