學者姓名：蔡瑞胸 Ruey S. Tsay (玉山學者)
訪問期間：114.5.28-6.4
辦公室：綜三館8樓830辦公室
專長：Market-based credit rating, analysis of high-frequency data; financial econometrics; value at risk and extreme value theory; Markov chain Monte Carlo method; multivariate and nonlinear time series analysis; risk management.
歡迎同仁、同學能找機會與 Prof. Ruey S. Tsay 交流。