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冯凌秉 简历
 
[发布时间:2019-04-01 12:39:13] [访问量:]



    ​   姓名:冯凌秉

  电话:15070098227

  邮箱:fenglb88@gmail.com

  江西财经大学产业经济研究院助理教授。

  教育经历:

  2005 –2009,中南财经政法大学,经济学/法学学士

  2009 –2011,中国人民大学,统计学硕士

  2011 –2014,澳大利亚国立大学,统计学博士

  工作经历:

  2014 –2018,江西财经大学,金融管理国际研究院

  2019 –至今,江西财经大学,产业经济研究院

  教授课程:金融计量学(FRM),计量经济学(本,硕),贝叶斯统计(本),投资学(FRM),统计学(本),金融研究方法(博),金融大数据分析与编程建模(硕),Financial Modelling and Programming()

  研究领域:应用统计,金融计量

  已发表论文:

  [1]L.Feng*, G. Nowak, T. J. O'Neill, A. H. Welsh,CUTOFFA Spatio-temporal Imputation Method, Journal ofHydrology2014, Vol .510, pp.3591-3605.

  [2]Y. Shi*,L.Feng, A Discussion on the Innovation Distribution of the Markov Regime-switching GARCH Model, Economic Modelling, 2016, Vol. 53,pp.278-288.

  [3]L.Feng, Y. Shi*, Fractionally integrated GARCH model with tempered stable distribution: A simulation study, Journal of Applied Statistics, 2016, pp.1-21.

  [4]L.Feng, Y. Shi*, A simulation study on the distributions of disturbances in the GARCH model, Cogent Economics and Finance, 2017, Vol. 5 Issue 1.

  [5]L.Feng, T. Fu*, A. M. Kutan, Fuel Intensity, Access to Finance and Profitability: Firm-Level Evidence from China, Emerging Markets Finance and Trade, 2017, (in press)

  [6]G. Nowak*, T. J. O'Neill, A. H. Welsh,L.Feng, Spatio-temporal Modelling of Rainfall in the Murray-Darling Basin. Journal of Hydrology, 2018, Vol 557, pp. 522 – 538. (SCI-1,ABDC-A*)

  [7]L.Feng, Y. Shi*, Forecasting Mortality Rates: Multivariate or Univariate Models?. Journal of Population Research, 2018 (in press)

  [8]L.Feng, T. Fu*, A. M. Kutan, Can government intervention be both a curse and a blessing? Evidence from China's finance sector, International Review of Financial Analysis, 2018

  [9]L.Feng, T. Fu*, Yanlin Shi, Innovation Distribution of the Markov Regime Switching in mean model: Simulation Evidence, Computational Economics, 2018 (in press)

  [10]L. Feng, & Y. Shi, 2019, Innovation distribution of the Markov regime-switching model: Simulation Evidence, Studies in Nonlinear Dynamics & Econometrics, (inpress)

  工作论文:

  [1]imputeR: A general imputation framework in R, with Terry O’Neill, Gen Nowak, and Alan Welsh,2018

  [2]Clustering on air quality data: A functional approach, with Wei Li, 2019, to Submit of Annals of Appliedstatistics

  [3]The role of government intervention in financial development: micro (firm) evidence from China, with Tong Fu,2019

  [4]Fiscal transfer, Project System and Fiscal Slack: Evidence from China, With Jinjin Wu,2019

  译著:

[1]    冯凌秉/王群锋,数据科学实战,人民邮电出版社,2015,ISBN: 9787115383495

[2]    冯凌秉,R语言入门与实践,人民邮电出版社,2016,ISBN: 9787115424716


  


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