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
