Telephone: 416-979-5000 ext 6181
Email: qning at ryerson dot ca
Curriculum Vitae: PDF Format
Ph.D., University of Western Ontario
Financial Econometrics, Empirical Finance, Econometrics.
Ning, C., “Is volatility clustering of asset returns asymmetric?” (with D. Xu and T. Wirjanto), Journal of Banking and Finance, 52, 62-76, 2015.
Ning, C., “Dependence structure between the equity market and the foreign exchange market--A copula approach”, Journal of International Money and Finance, 29(5), 743-759, 2010.
Ning, C.,“The dependence structure between the Canadian stock market and the US/Canada exchange rate: A copula approach” (with L. Michelis), Canadian Journal of Economics, 43(3), 1016-1039, 2010.
Ning, C.,“Extreme return-volume dependence in East-Asian stock markets: A copula approach” (with T. Wirjanto), Finance Research Letters, 6, 202-209, 2009.
Ning, C.,“Modeling leverage effect with copulas and realized volatility” (with D. Xu and T. Wirjanto), Finance Research Letters, 5, 221-227, 2008.
Ning, C.,"Estimation of the stochastic conditional duration model via alternative methods -- ECF and GMM" (with J. Knight), The Econometrics Journal, 11(3), 2008.
SSHRC Standard Research Grant, "Dependence in financial markets", 2011-2013, $21,805.
SSHRC Research Workshops/Conference Grant, "The econometrics of socioeconomic interactions", 2011-2013, $20,727.
Econometrics, Financial Econometrics