Introduction

Hi, I am Yi He

I am Assistant Professor (senior level) 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.

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