I am a Ph.D. candidate in Economics at North Carolina State University, advised by Denis Pelletier. I will be on the 2026–2027 job market and am available for interviews.
My primary research interests span financial econometrics, time series analysis, and high-frequency financial data. In my dissertation, I develop scalable multivariate volatility models and regularized time series techniques to forecast high-dimensional covariance matrices. Specifically, my recent work proposes a block-constrained Regime-Switching Multivariate Realized GARCH (RS-MRG) framework that couples high-frequency realized measures with return shocks, capturing state-dependent asymmetric contagion across equity sectors while mitigating portfolio risk.
Beyond financial econometrics, I also maintain active research and methodological interests in microeconomic theory as well as applied statistics and high-dimensional inference.