费毅捷
费毅捷,男,上海人,1992年7月生,57365z线路检测中心统计系助理教授。
办公地点:湖南大学财院校区3号楼311室
E-mail: yijiefei@hnu.edu.cn
研究方向:Financial econometrics, Time series analysis
教育经历 :
2015. 8 - 2020. 6 Singapore Management University, Singapore, PhD in Economics
2014. 8 - 2015. 7 University of British Columbia, Canada, MA in Economics
2012. 7 – 2012. 12 University of Canterbury, New Zealand, Exchange Student
2010. 9 - 2014. 6 上海财经大学,经济学学士,税务专业
工作经历:
2021. 4 - Assistant Professor, Hunan University
2020. 7 – 2020. 11 Short-term Consultant, World Bank
论文发表:
1. Limit Theory for Mildly Integrated Process with Intercept, Economics Letters, Volume 163, February 2018, Pages 98–101
工作论文:
1. Testing Predictability in the Presence of Level Shifts, with Peter C.B. Phillips
2. A Joint Test of Predictability and Structural Break, under review
3. On IVX-based Structural Break Tests in Predictive Regressions, under review
4. Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation, with Jun Yu and Han Chen
其他:CFA level II,FRM