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Pei Pei


This is information that was supplied by Pei Pei in registering through RePEc. If you are Pei Pei , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Pei
Middle Name:
Last Name: Pei

RePEc Short-ID: ppe577

Email: [This author has chosen not to make the email address public]
Postal Address:


Chinese Academy of Finance and Development
Central University of Finance and Economics (CUFE)
Location: Beijing, China
Handle: RePEc:edi:fdcufcn (more details at EDIRC)


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Working papers

  1. Juan Carlos Escanciano & Pei Pei, 2012. "Pitfalls in Backtesting Historical Simulation VaR Models," Caepr Working Papers 2012-003, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  2. Pei Pei, 2010. "Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights," Caepr Working Papers 2010-010, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-12-18 2012-03-28. Author is listed
  2. NEP-CMP: Computational Economics (1) 2012-03-28. Author is listed
  3. NEP-ECM: Econometrics (2) 2010-12-18 2012-03-28. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2012-03-28. Author is listed
  5. NEP-FOR: Forecasting (1) 2012-03-28. Author is listed
  6. NEP-RMG: Risk Management (2) 2010-12-18 2012-03-28. Author is listed


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Co-authorship network on CollEc


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