明德經濟學堂 | 明德經濟學研討會第52期
發文時間:2025-02-26

国产精品无码午夜福利 ,精品久久久久久亚洲中文字幕,韩国av片永久免费

時  間:2025年2月28日14:00-15:30(周五)

地  點:明德主樓623會議室

主講人:李嘉 新加坡管理大學經濟學院院長、教授

主持人:章永輝 中國人民大學經濟學院副教授

主  題:Illuminating Important Economic News by Candlesticks: Optimal Testing Meets Technical Analysis

講座簡介:

Building on time-honored ideas from technical analysis, we propose a simple new test, termed the Marubozu test, for detecting abrupt asset price changes over short time intervals based on the information embedded in readily available high-frequency candlesticks. Using an infill asymptotic framework, combined with a novel coupling-based method, we show that the test is correctly sized and optimal, or nearly so, against a variety of empirically plausible alternatives. Underscoring the practical relevance of the test, we demonstrate its ability to illuminate significant economic shocks triggered by specific statements made by the Fed chair in post-FOMC announcement press conferences.

主講人簡介:

Jia Li, Professor and Dean of the School of Economics at Singapore Management University, holds the title of Lee Kong Chian Professor of Economics. His research focuses primarily on Econometrics ,Financial Economics, and Macroeconomics. He has made significant contributions to these fields, with many published papers in top-tier international journals, including Econometrica, Journal of Econometrics, and Journal of Financial Econometrics.