Institute of Technical & Quantitative Economics Associate Professor
电子邮箱：leu2@163.com
研究方向：Analysis of the volatility of financial markets； Financial risk management；Analysis of financial system
Guo Mingyuan, obtained her master's degree and doctor's degree in management from School of management, Tianjin University in June 2003 and March 2006 respectively. Since 2008, she has been an associate professor and master's supervisor in the Department of accounting and financial management, College of management and economics. She is also a director of Tianjin institute of quantitative economics. In 2013, she was funded by the national scholarship committee and visited College of Business, University of Nevada (Reno) for one year as a visiting scholar.
| Time | Institution | Degree/Position |
| June 2008-Present | College of Management and Economics | Associate Professor |
| March 2006-June 2008 | College of Management and Economics | Assistant Professor |
| March 2013-April 2014 | College of Business, University of Nevada (Reno) | Visiting Scholar |
| September 2003-March 2006 | School of Management, Tianjin University | Doctor’s Degree |
| September 2001-July 2003 | School of Management, Tianjin University | Master's Degree |
| September 1997-July 2001 | School of Management, Tianjin University | Bachelor's Degree |
[1] Mingyuan Guo*，Juan Meng. Exploring the driving factors of carbon dioxide emission from transport sector in Beijing-Tianjin-Hebei region[J].Journal of Cleaner Production, 2019, 226:692-705
[2] Mingyuan Guo*，Yanfang Hu，Jiandong Yu. The role of financial development in the process of climate change: Evidence from different panel models in China[J].Atmospheric Pollution Research, 2019, 10:1375-1382
[3] Mingyuan Guo*，Xu Wang. The dependence structure in volatility between Shanghai and Shenzhen stock market in China： A copula-MEM approach [J].China Finance Review International, 2016, 6(3)：264-283
[4] Guo Mingyuan, Wang Na. Information Spillover Effects of Crude Oil Price Shocks on Chinese Basic Industries based on CARR Model [J]. Resource Science,2017,39(06):1202-1211. (in Chinese)
[5] Guo Mingyuan, Zhang Shiying. Study on the Correlations between Shanghai Stock Market and Shenzhen Stock Market by Using High Frequency Data [J].Journal of Systems Engineering，2009，24(3)：293-298(in Chinese)
[6] Guo Mingyuan, Zhang Shiying. Study on Orthogonal ARFIMA model based on high frequency financial data [J]. System Engineering Theory and Practice，2008，28(11)：74-79(in Chinese)
[7] Guo Mingyuan, Zhang Shiying. Study on volatility copersistence based on realized volatility and its application [J]. System Engineering Theory and Practice，2006(5)：30-35(in Chinese)
[8] Guo Mingyuan, Zhang Shiying. Weighted Realized Volatility: long memory and optimal frequency [J]. Journal of Systems Engineering，2006，21(6)：568-573(in Chinese)
[9] Guo Mingyuan. Agency risk aversion of venture capital institutions in venture capital under asymmetric information [J]. Scientific Management Research，2005，23(2)：92-95(in Chinese)
In 2008, she won the second prize of the 11th Tianjin Social Science outstanding achievement award (ranking: 1/2).
[1] . National Natural Science Foundation, 70901055, Financial market analysis with MEM model，from 2010-01to 2012-12，Project Leader
[2] . National Social Science Foundation，14CTJ012，Conditional autoregressive range model using range data and its application，from 2014-06 to 2017-06，Project Leader
[3] . Soft project of Tianjin Science and Technology Commission，18ZLZXZF00500，China's science and technology innovation status and Countermeasures in “One belt, one road” regions and countries，from 2018-10 to 2019-09，Project Leader
[4] . Fund Project for New Teachers in Doctoral Program from Ministry of Education，20090032120031，Research on financial market volatility using high frequency data，from 2010-01 to 2012-12，Project Leader
Director of Tianjin Institute of Quantitative Economics
