裴沛

副教授

Tel : 86-10-62289215

Email : ppeimetrics@cufe.edu.cn

Office: Academic Hall 815 

 [1] 2012 - Present, Assistant Professor, Chinese Academy of Finance and Development, Central University of Finance and Economics, Beijing, China

 [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.

 [1] Financial Econometrics, Time Series Econometrics, Applied Econometrics, Monetary Eco- nomics, Macroeconomics

 [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.