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A.Prof. Yun-Fei Cao

Author：ceep Source：ceep Date：2016-04-30 Views：

E-mail

caoyunfei1986@hotmail.com
caoyunfei.weebly.com

RESEARCH INTERESTS

Econometrics, Financial Econometrics, Energy Economics

EDUCATION

Ph.D. in Economics Washington University in St. Louis        2015
Dissertation: Essays on the Econometrics of Financial Data
M.A., Economics, Washington University in St. Louis        2013
B.A., Economics, China Center of Economic Research (CCER), Peking University   2009
B.Sc., Mathematics, Peking University           2009

WORKING PAPERS

Optimal Tests for Jumps in Diffusion Processes
Power Envelopes for Tests of Jump Diffusion Processes
Blocked Multipower Tests for Jumps Based on High Frequency Data (with Werner Ploberger)
The Fourier Transform of Realized Volatility (with Werner Ploberger and Yujie Ruan)

CONFERENCE PRESENTATIONS

The 24th Annual Meeting of the Midwest Econometrics Group, Iowa City, IA 2014
The 9th Annual Graduate Student Conference in Economics, St. Louis, MO 2014