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Yunfei Cao

  • Release date:2016-07-07 07:58:00

YUNFEI CAO

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