Dieter Wang
PhD Candidate in Financial Econometrics
Vrije Universiteit Amsterdam and Tinbergen Institute
NEWS Currently Consultant in Green Finance at the World Bank, Washington DC until end of June.
This, in a nutshell, is the guiding question for my research. As a visiting researcher at De Nederlandsche Bank, I'm able to find answers to this crucial question with the help of detailed supervisory datasets. Since contagion is unobserved and inherently dynamic, I develop a new class of spatial econometric state-space models to extract policy-relevant signals of the network. However, because the estimation of such highly nonlinear time series models with stochastic volatilty is challenging, I use simulation-based methods such as importance sampling or particle filters. My research is programmed in Python and I use JavaScript for interactive apps.
Chain of contagion
http://dieter.wang/contagionchain
Rippling network
http://dieter.wang/ripplingnetwork
International banking statistics
http://dieter.wang/internationalbanking
Graduate level
Lecturer, Financial Econometrics in Python, Northeast Normal University
TA/Lecturer, Financial Markets and Institutions, VU Amsterdam
TA, Empirical Finance and Accounting (Stata), VU Amsterdam
TA, Advanced Asset Management, Amsterdam Business School
TA, Mathematics I, Tinbergen Institute
TA, Introduction to Programming + LaTeX course (Matlab, Ox), Tinbergen Institute
Undergraduate level
Supervisor, Bachelor Thesis, VU Amsterdam
TA, Finance I, VU Amsterdam
TA, Quantitative Methods of Economics, Eberhard Karls Universität Tübingen
TA, Intermediate Microeconomics, Eberhard Karls Universität Tübingen
TA, Risk and Probability, Eberhard Karls Universität Tübingen
TA, Mathematical Methods of Economics, Eberhard Karls Universität Tübingen
2017, VU Innovation Prize (€50,000) with Ines Lindner and Bernd Heidergott
2015, DAAD Graduate Scholarship
2014, Tinbergen Institute Scholarship
2012, DAAD Full-Year Exchange Scholarship
Regional Science and Urban Economics
Vrije Universiteit Amsterdam
Department of Finance
7A-47 De Boelelaan 1105
1081HV Amsterdam.
d.wangvu.nl