蔡必卿
个人信息
Personal information
副研究员
所在单位：经济学院
学历：研究生(博士)毕业
学位：经济学博士学位
学科：金融学- [1] 4. Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds, Journal of Empirical Finance, 2018, 49, 81-106, with Tingting Cheng and Cheng Yan..
- [2] 3. A new class of bivariate threshold cointegration models, Journal of Business and Economic Statistics, 2017, 35(2), 288-305, with Jiti Gao and Dag Tjostheim.
- [3] 2. Nonparametric regression estimation for multivariate null recurrent processes, Econometrics, 2015, 3, 265-288, with Dag Tjostheim.
- [4] 1. 修正的KSS检验及其对中国通货膨胀率的应用，系统工程理论与实践，2014，34，313-322，与洪永淼.
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