Research Assistant Professor in Finance
  • Ph.D. in Finance, Xiamen University.
  • M.A. in Finance, Southwestern University of Finance and Economics.
  • B.Sc. in Applied Mathematics and Economics, Southwestern University of Finance and Economics.
  • Research fellow, School of Economics, Singapore Management University, 2022-2023.
  • Introduction to Econometrics (BECO4003)
  • Applied Econometrics (BECO4004)
  • Financial Econometrics
  • Empirical Asset Pricing
  1. Hong, Z., Niu, L., Zhang, C., Affine Arbitrage-Free Yield Net Models with Application to the Euro Debt Crisis, Journal of Econometrics, 2022, 230(1), 201-220. (ABS4)
  2. SHI, S., YU, J., ZHANG, C., On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes, Journal of Econometrics, 2024, 245, 05872. (ABS4)
  3. SHI, S., YU, J., ZHANG, C., Fractional Gaussian Noise: Spectral Density and Estimation Methods. Journal of Time Series Analysis, forthcoming. (ABS3)
  4. Wang, X., Yu, J., Zhang, C., On the Optimal Forecast with the Fractional Brownian Motion, Quantitative Finance, 2024, 24(2), 337-346. (ABS3)
  5. Zhang, C., Fang, Y., Niu, L., Changing Anchor of the Renminbi: A Bayesian Learning Approach to the Decade-Long Transition, Economic Modelling, 2022, 116, 106032. (ABS2)