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,
  • bootstrapping,
  • 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.

Yi He’s Picture UvA-ASE-logo

UvA Webpage Email me Download My CV TI Webpage