Fei Chen
Names
Identifer
Contact
Affiliations
-
Harbin Institute of Technology
/ School of Economics and Management
Research profile
author of:
- A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities (RePEc:ecl:upafin:12-09)
by Chen, Fei & Diebold, Francis X. & Schorfheide, Frank - A Markov-switching multifractal inter-trade duration model, with application to US equities (RePEc:eee:econom:v:177:y:2013:i:2:p:320-342)
by Chen, Fei & Diebold, Francis X. & Schorfheide, Frank - A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities (RePEc:nbr:nberwo:18078)
by Fei Chen & Francis X. Diebold & Frank Schorfheide - A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities (RePEc:pen:papers:12-020)
by Fei Chen & Francis X. Diebold & Frank Schorfheide - A simple IID test for autoregressive conditional duration models (RePEc:taf:apeclt:v:23:y:2016:i:14:p:1026-1028)
by Wei Yang & Fei Chen