Assistant Professor

Phone: 27-18627714482

Email: fei.chen@mail.hust.edu.cn

Academic Areas: econometrics(time series), financial economics

Research Interests:

Published papers

1. 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/10.1080/13504851.2015.1130212

 

Login and edit information