Oct 26, 2017
Published papers1. A Markov-switching multifractal inter-trade duration model, with application to US equities, Journal of Econometrics 177 (2013) 320–342.2. A Simple IID Test for Autoregressive Conditional Duration Models, Applied Economics Letters, http://www.tandfonline.com/doi/pdf/10.1080/13504851.2015.113021
Oct 26, 2017
Education09/2003-11/2008 Ph.D. in Economics Simon Fraser University (SFU)09/ 2002-03/2003 M.A. in Economics York University09/ 2000-06/2002 M.A. in Financial Economics Huazhong University of Science&Technology (HUST)09/1996-06/2000 B.A. in Economics (with Honors) HUSTAcademic Position08/2016-present Professor Huazhong University ofScience & Technology (HUST)07/2014-07/2016 Associate Professor S...
Oct 26, 2017
Thesis: Public expenditure and economic growth, supervised by Professor JieGuo2001.9-2005.7 Bachelor of ScienceSchool of Mathematics and System Science, Xinjiang UniversityMajor: Information and Computation Science—————————————————————————————–research interestsEconometrics; Time Series Analysis; Nonparametric Method; FinancialEconometrics—————————————...
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