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Wang Hui

作者:     日期:2015-03-30    来源:

    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