Courtesy Appointment - Faculty of Business Administration

Prof. Yubo TAOAssistant Professor in Finance (by courtesy)

● Assistant Professor of Economics, Faculty of Social Sciences, University of Macau
● Ph.D., Economics, Singapore Management University
● M.Phil., Finance, Renmin University of China
● B.Sc., Economics, Southwestern University of Finance and Economics
● B.Sc., Management, Southwestern University of Finance and Economics

Publications

Selected Publications

1. Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour
  Journal of Econometrics, 2019, vol. 209 (2), 208-237 (with Peter C. B. Phillips and Jun Yu)
  DOI: https://doi.org/10.1016/j.jeconom.2019.01.002
2. Financialization and Commodity Markets Serial Dependence
  Management Science, 2022, forthcoming (with Zhi Da, Ke Tang, and Liyan Yang)
3. Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
  Journal of Econometrics, 2022, forthcoming (with Liang Jiang, Peter C. B. Phillips, Yichong Zhang)
  DOI: https://doi.org/10.1016/j.jeconom.2022.08.010
4. A Time-Varying Network for Cryptocurrencies
  Journal of Business & Economic Statistics, 2022, forthcoming (with Li Guo and Wolfgang K. Härdle)
  DOI: https://doi.org/10.1080/07350015.2022.2146695

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Prof. Kanye Ye WANGAssistant Professor in Finance (by courtesy)

● Doctor of Science, ETH Zurich, Switzerland (2022)
● M.Sc. in Robotics, Systems and Control, ETH Zurich, Switzerland (2018)
● B.Sc. in Microelectronics with Minor in German Language and Literature, Peking University, China (2015)

Publications

Selected Publications

1. Blockchain Private Pools and Price Discovery.
  AEA Papers and Proceedings, 2023, 113: 253–56. (with Agostino Capponi and Ruizhe Jia)
  DOI: https://doi.org/10.1257/pandp.20231030
2. Rethinking Metaverse Tourism: A Taxonomy and an Agenda for Future Research (Article of the Year)
  Journal of Hospitality & Tourism Research, 2023. (with Fiona Xi Yang)
  DOI: https://doi.org/10.1177/10963480231163509
3. Do Private Transaction Pools Mitigate Frontrunning Risk?
  Proceedings of the 19th Conference On Web And InterNet Economics, WINE 2023: 681-681. (with Agostino Capponi and Ruizhe Jia)
  DOI: https://doi.org/10.1007/978-3-031-48974-7

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Prof. Yang ZUAssociate Professor in Finance (by courtesy)

● University of Amsterdam and Tinbergen Institute, PhD Econometrics, 2012
● Wuhan University, MA Quantitative Economics, 2006
● Wuhan University, BA International Economics, 2001

Publications

Selected Publications

1. Dave Harvey, Steve Leybourne and Yang Zu (2025), Testing for equal average forecast accuracy in possibly unstable environments, Journal of Business and Economic Statistics.
2. Peter Boswijk and Yang Zu (2022), Adaptive Testing for Cointegration with Nonstationary Volatility, Journal of Business and Economic Statistics, 40, 744-755.
3. Dave Harvey, Steve Leybourne and Yang Zu (2020), Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility, Econometric Theory, 36, 122-16
4. Yang Zu and Peter Boswijk (2014), Estimating spot volatility with high-frequency data, Journal of Econometrics, 181, 117-135.