Home > JMF>

Dr. Zhengfeng Guo

Vanderbilt University, USA

Email: zhengfeng.guo@vanderbilt.edu


2011 Ph.D., Vanderbilt University, Economics

2003 M.Sc., Jilin University, Economics

2000 B.Sc., Jilin University, Economics

Publications (Selected)

  1. Guo, ZF. and Shinatani, M. (2011), “Consistent cotrending rank selection when both stochastic and nonlinear deterministic trends are present”, revise and resubmit request from Econometrics Journal.
  2. Cao, L. and Guo, ZF. (2011), “A comparison of delta hedging under two price distribution assumptions by likelihood ratio”, Forthcoming in International Journal of Business and Finance Research.
  3. Guo, ZF. and Shinatani, M. (2011), “Nonparametric lag selection for nonlinear additive autoregressive models”, Economics Letters, Vol. 111, No. 2, 131-134.
  4. Liu, J. and Guo, ZF. (2002), “Positive analysis of casual relationship between saving rate and economic growth in China’s economy”, China Soft Science.

Profile Details