Xin Jin

Ph.D. candidate
Department of Economics
University of Toronto
150 St. George St.
Toronto ON
Canada
M5S 3G7
Tel: +1 647-786-4526
Email: reynold.jin@utoronto.ca


Curriculum Vitae


Research Papers

A Bayesian Nonparametric Investigation of the Relationship between Commodity Prices and  Exchange Rates (job market paper)

Modelling Realized Covariance and Returns (with John Maheu)

Modelling Multivariate GARCH with Correlation Breakdowns (in progress, with John Maheu)

A New Method to Model Multivariate GARCH Dynamics Parsimoniously (in progress, with John Maheu and Yong Song)