Chen Fei
professor
economics
Huazhong University of Science and Technology
China
Biography
CHEN FEI is a profesor of economics in huazhong university of science and technology,china.
Research Interest
econometrics(time series), financial economics
Publications
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A Simple IID Test for Autoregressive Conditional Duration Models, Applied Economics Letters, http://www.tandfonline.com/doi/pdf/10.1080/13504851.2015.1130212
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A Markov-switching multifractal inter-trade duration model, with　application to US equities, Journal of Econometrics 177 (2013) 320–342.
