Tohoku University · Faculty of Economics / Graduate School of Economics · 助教

Research keywordsfinancial econometrics・high-dimensional volatility・dynamic conditional correlation・covariance matrix estimation・systemic financial risk・Chinese banks

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• Estimation of High-Dimensional Volatility Matrices with Dynamic Conditional Correlation-embedded Mixed Factor StructuresRunyu Dai, Yasumasa Matsuda
• Generative AI: The Transformative Impact of ChatGPT on Systemic Financial Risk in Chinese BanksYikai Zhao, Runyu Dai, Jun Nagayasu
• Estimation of Large Covariance Matrices with Mixed Factor StructuresRunyu Dai, Yoshimasa Uematsu, Yasumasa Matsuda

• Estimations, inferences and applications of dependent structures of idiosyncratic errors in large dimensional panel data models with interactive fixed effects.提供機関： Japan Society for the Promotion of Science

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