师资队伍
Faculty

徐秋华

基本信息

西南财经大学金融学院实验中心主任、金融工程系讲师

地址:四川省成都市温江区柳台大道555号西南财经大学格致楼320

传真:028-8709 2129

Email: xuqh@swufe.edu.cn

学习经历

2011.09-2016.06 厦门大学王亚南经济研究院经济学博士,研究方向:金融计量

2015.09-2016.04 美国University of Kansas联合培养博士研究生

2014.09-2015.02 德国Humboldt-Universität zu Berlin联合培养博士研究生

2006.09-2009.06 中山大学逻辑与认知研究所哲学硕士,研究方向:人工智能逻辑

2001.09-2005.06 东北林业大学数学与应用数学系理学学士

工作经历

2019.05-至今,西南财经大学金融学院实验中心主任

2018.09-至今,西南财经大学金融学院金融与人工智能实验班负责人

2016.07-至今,西南财经大学金融学院金融工程系讲师

讲授课程

本科:《金融计量学(I, II)》、《金融科技导论》、《离散数学》、《最优化理论》、《深度学习》

硕士:《中级金融计量分析》、《金融实证研究方法(STATA)》

博士:《高级计量经济学(I, II)》、《高级金融计量分析》

研究兴趣

金融计量方法,应用微观计量,金融科技、机器学习,深度学习

研究成果

[1]徐秋华,张梓玚,具有截面相关的变系数面板数据模型的估计及应用,系统工程理论与实践,2019, 39 (4): 817-828.

[2]Qiuhua Xu, Zongwu Cai, and Ying Fang, Panel data models with cross-sectional dependence: a selective review.Applied Mathematics-A Journal of Chinese Universities, 2016, 31(2): 127-147.

[3] Nan Cai, Zongwu Cai, Ying Fang, andQiuhua Xu,Forecasting major Asian exchange rates using a new semiparametric STAR model.Empirical Economics, 2015, 48(1): 407-426.

工作论文(*为通讯作者)

[1] Zongwu Cai, Ying Fang, andQiuhua Xu*, Functional-coefficient panel data models with cross-sectional dependence with an application to inference on capital asset pricing models,submitted toJournal of Econometrics.

[2]Qiuhua Xu, Zongwu Cai, and Ying Fang, Semiparametric inference on fixed effects panel data models via nearest neighbor difference transformation,Econometric Reviews R&R.

[3]徐秋华,乐海波,潘宁宁*,融资融券与崩盘敏感性,经济研究,二审.

[4]Qiuhua Xu, Yixuan Zhang, and Ziyang Zhang*,Tail-risk spillovers in cryptocurrency markets,submitted toFinance Research Letters.

[5] Shuang Zhao,Qiuhua Xu, and Ronghua Luo,Can Relationship Lending Survive FinTech Development?,submitted toInternational Review of Financial Analysis.

[6] Ningning Pan, Qiuhua Xu, Hongquan Zhu, The Impact of Investor Structure on the Stock Price Crash Sensitivity: Evidence from China’s Stock Market, submitted to Journal of Management Science and Engineering.

[7] Ningning Pan, Hongquan Zhu,Qiuhua Xu*,Investor Structure and Stock Price Crash Risk: A Comparative Analysis of Independent and Non-independent Institutional Investors’ Ownership, submitted toChina Economic Review.

[8] Xiao Hu, Qin Yang,Qiuhua Xu*,Urban housing price bubble and regional credit allocation: Evidence from 42 cities in China,submitted toChina Economic Review.

上一篇:宋全云

下一篇:潘宁宁

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