裴沛
副教授
Tel : 86-10-62289215
Email : ppeimetrics@cufe.edu.cn
Office: Academic Hall 815
Academic Position
[1] 2012 - Present, Assistant Professor, Chinese Academy of Finance and Development, Central University of Finance and Economics, Beijing, China
Education
[1] Ph.D., Economics, Indiana University, Bloomington, IN, USA June 2012.
[2] M.A., Economics, Nankai University, Tianjin, China, June 2005.
[3] B.A., Economics, Shandong University of Finance, Shandong, China, June 2002.
Research Interests
[1] Financial Econometrics, Time Series Econometrics, Applied Econometrics, Monetary Eco- nomics, Macroeconomics
Publications
[1] Pitfalls in Backtesting Historical Simulation Value-at-Risk Models , with Juan Carlos Escan- ciano. Journal of Banking and Finance, Volume 36, Issue 8, August 2012, 2233 2244.
