Associate Professor
    Research Interests：Financial Time Series， Financial Engineering
    Tel：13699221266
    Email：xiaohuipk@163.com
    Address：School of Finance,Central University of Finance and Economics ，39 South College Road Haidian District Beijing P.R.C.
P.C. 100081

1．Education
    Sep 1998-July 2002 BSc in Applied Mathematics, Department of Mathematics, Shandong Normal University
    Sep 2002-July 2004 MSc in Applied Mathematics, Department of Financial Mathematics, School of Mathematical sciences, Peking University
    Sep 2004-July 2007 PHD in statistics, Department of Probability and Statistics, School of Mathematical Sciences, Peking University

2． Employment History
    • July 2007- Oct 2009：Lecturer， Department of Financial Engineering，School of Finance, Central University of Finance and Economics
    • From Oct 2009：Associate Professor ， Department of Financial Engineering，School of Finance, Central University of Finance and Economics

3．Teaching
    • Courses for undergraduates：Aanalysis of Intermediate Microeconomics、Financial Numerical Computing and Applied Softwares、Applied Stochastic Processes、Financial Engineering
    • Courses for undergraduates：Financial Engineering II

4．Publications
    (1)Estimation for a non-stationary semi-strong GARCH(1,1) model with heavy-tailed errors， Econometric theory ，26, 2010, 1–28.
    (2)Estimation and tests for power-transformed and threshold GARCH models，Journal of Econometrics，Volume 142, Issue 1, 2008, 352-378
    (3)Weighted least absolute deviations estimation for ARMA models with infinite variance， Econometric Theory, 23, 2007, 852-879
    (4)Global Economy is Recovering Slowly, Developing Country will Face Funds Shortage
——World Bank Experts Look to the Future Global Economy，Economic Perspectives，2010，5，128-132
    (5)European Sovereign Debt Crisis: Causes, effects and Inspiration ， Public Finance Research，2010，5，75-77
    (6)On Pricing of Collateralized Debt Obligations in Chinese Market，The Journal of World Economy，2009，10，74-83
    (7)Reviews On Theory of Volatility in Financial Market，Economic Perspectives，2009，5，128-132
    (8)International Financial Aid and China's Strategic Choice，Economics Selections，173，2009，3-18
    (9)American Sub-prime Crisis: the reproduction of Asian Financial Crisis？，Economics Selections，173，2009，19-31
    (10)Impact of American Financial Crisis on China and Countermeasures，Economics Selections，170，2008，29-35