Ph.D. Candidate
Department of Economics
94 University Avenue
Queen's University
Kingston, Ontario
Canada, K7L 3N6
reny@econ.queensu.ca
Curriculum Vitae
CV
Working Papers
Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
(with Katsumi Shimotsu)
Revision requested at the Journal of Empirical Finance
Research Interest
Financial Econometrics, Applied Econometrics, Econometric Theory, Financial Economics
Working in Progress
Nonparametric Estimation of State-Price Densities in Interest Rate Options
(Job Market Paper)
Revision requested at the Journal of Applied Econometrics
Delta Hedging Interest Rate Options
(abstract)
Yu Ren
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