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Home | People | Phyllis Wan
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Phyllis Wan

Research Fellow

University
Erasmus University Rotterdam
Research field
Econometrics
Interests
Econometrics, Finance, Risk Management, Time Series Econometrics

Biography

Phyllis Wan is an Assistant Professor at the Department of Econometrics, Erasmus University Rotterdam. Her academic interests include statistical and econometric methods, quantitative risk management, high-dimensional data and machine learning. Her recent research focuses on extreme value analysis and its applications in economics, finance, meteorology and hydrology. She holds a PhD from Columbia University.