XiuPing Mao
Name：XiuPing Mao Gender：Female |
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| Place of Origin: Sichuan Ethnicity: Han | |
Department：Department of Financial Engineering, School of Finance | |
| Teaching and Research Office: Mathematical Finance | |
| Is a PhD supervisor: No Is a Master's supervisor: Yes | |
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
个人荣誉
Full PhD Scholarship, Carlos III University of Madrid, 2011-2015
Mobility scholarship - 2,450 euros, Carlos III University of Madrid, Summer 2014
Outstanding Graduate, Carlos III University of Madrid, 2011
Full Master's Scholarship, Carlos III University of Madrid, 2009-2011
学术成果：论文
1.Mao, X., E. Ruiz, and H. Veiga (2014). Score driven asymmetric stochastic volatility models. Working paper, Statistics and Econometrics Series 18, 14-26, UC3M, Spain.
2.Mao, X., S. J. Koopman, and R.er Lit (2015). Common stochastic volatility in mean model for high dimensional returns. Workingpaper.
3.Mao, X., V. Czellar, E. Ruiz, and H. Veiga (2016). Asymmetric Stochastic Volatility Models: Properties and ABC Filter-based Maximum LikelihoodEstimation. Submitted to Econometric Reviews.
4.Mao, X., and H. Veiga (2016). A two factor long memory stochastic volatility model. Revise and resubmit toJournal of Financial Econometrics.
5.“Threshold Stochastic Volatility: Properties and forecasting” (with Esther Ruiz and Helena Veiga) International Journal of Forecasting. 33(2017) 1105-1123
6.Mao, X., I. Casas, and H. Veiga (2018). Reexamining financial and economic predictability with new estimators of realized variance. Submitted toJournal of Business & Economic Statistics.
7."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
8.XiupingMao , XianmingSun, Yongbin Lv, ShilinZheng Summary of the Second Xiangzhang Financial Forum Industrial Economic Review, 2021 (02): 129-131.
9."Reexamining financial and economic predictability with new estimators of realized variance" (with Isabel Casas and Helena Veiga), 2022, working paper
10.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
11.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
Working Paper
“ Moments of a Family of Asymmetric Stochastic Volatility Models and the Stochastic News Impact Surface”，(with Esther Ruiz and Helena Veiga)，to be submitted to Journal of Business and Economic Statistics。
“Score Driven Asymmetric Stochastic Volatility Models，(with Esther Ruiz and Helena Veiga), 2014. Working paper, Statistics and Econometrics Series 18, 14-26, UC3M, Spain.
“Threshold Stochastic Volatility: Its Ability to Guarantee Leverage，(with Esther Ruiz and Helena Veiga), 2014
”Common Stochastic Volatility in Mean Model for High Dimensional Returns，(with Siem Jan Koopman and Rutger Lit), in progress.