Taosong Deng
Assistant Professor at the College of Finance and Statistics, Hunan University
Research Interests
Econometrics, Quantitative Macroeconomics, Empirical Finance
Working Papers
Theory of Low-Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference,
(with Alessandro Casini and Pierre Perron),
R&R at Econometric Theory
A New Particle Filter for Nonlinear Dynamic Stochastic General Equilibrium Models,
(with Zhongjun Qu)
Inference in Predictive Regressions with Persistent Predictors
Work in Progress
Sieve Conditional Density Estimation,
(with Zhongjun Qu and Guang Zhang)
Option Pricing Implications of Learning
Hunan University, College of Finance and Statistics, Department of Financial Engineering
109 Shijiachong Road, Yuelu District, Changsha, Hunan 41006, China
E-mail: tsdeng[at]hnu.edu.cn; tsdeng[at]bu.edu