Research Interest

Applied Econometrics, Empirical Finance.

Education

Doctor--Economics--University of Pennsylvania,USA--2011

Master--Astrophysics--Princeton University,USA--2004

Bachelor--Space Physics--Peking University,Beijing,China--1998

Oversea Study and Visit

Academic Memberships

Honours and Awards

Honours and Awards

[1] Fei Chen, Francis X. Diebold and Frank Schorfheide,A Markov-Switching Multifractal Duration Model with Application to U.S. Equity Trading,Journal of Econometrics,2013,