Chen Fei

Assistant Professor

Phone: 27-18627714482

Email: fei.chen@mail.hust.e

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,

Login and edit information