XiuPing Mao
Name：XiuPing Mao |
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Department：Department of Financial Engineering, School of Finance | |
E-mail：xiuping_mao@126.com | |
Professional title：Lecture | |
Research direction:Financial time series; Volatility modeling, estimation and prediction; Measurement of risk; the company financialestimation method based on numerical simulation (MCMC, Efficient Importance from, etc.)development | |
个人简历
2011-2015 Phd, Madrid Dr. Carlos iii university, School of business administration and statistical number method.
2014, Visiting scholar, Amsterdam's free university.
2009-2011, Master, Madrid carlos iii university master of business administration and quantitative methods statistics institute.
2005-2009, Bachelor,Beijing normal university, school of mathematics science
学术成果：论文（近三年）
1.“Threshold Stochastic Volatility: Properties and forecasting” (with Esther Ruiz and Helena Veiga) International Journal of Forecasting. 33(2017) 1105-1123
2."Asymmetric Stochastic Volatility Models: Properties and ABC Filter-based Maximum Likelihood Estimation" (with Veronika Czellar, Esther Ruiz and Helena Veiga). Econometrics and Statistics.13(2020) 84-105
3.XiupingMao , XianmingSun, Yongbin Lv, ShilinZheng Summary of the Second Xiangzhang Financial Forum Industrial Economic Review, 2021 (02): 129-131.
4."Reexamining financial and economic predictability with new estimators of realized variance" (with Isabel Casas and Helena Veiga), 2022, working paper
5.XiupingMao, XinyueZhang, Chuntao Li Research on the Impact of Social Security Level on Enterprise Earnings Management: Empirical Evidence from Listed Companies in Shanghai and Shenzhen, 2022, Working Paper
6.XiupingMao, ShulinYu, Chuntao Li The Impact of Social Security on Corporate 7.Financing Costs: Based on Data from Chinese A-share Listed Companies, 2022, Working Paper