Hi, I am Yi He
I am Associate Professor in the Quantitative Economics Section at University of Amsterdam, School of Economics in the Netherlands.
My main research fields are:
- high dimensional econometrics,
- random matrix theory,
- extreme value statistics,
- empirical likelihood inference, and
- risk management.
I received my Ph.D. degree from Tilburg University, the Netherlands in 2016. Before joining UvA, I was a tenured lecturer (Assistant Professor) in the Department of Econometrics and Business Statistics at Monash University, Australia.