
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
- 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)
- SHI, S., YU, J., ZHANG, C., On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes, Journal of Econometrics, 2024, 245, 05872. (ABS4)
- SHI, S., YU, J., ZHANG, C., Fractional Gaussian Noise: Spectral Density and Estimation Methods. Journal of Time Series Analysis, forthcoming. (ABS3)
- Wang, X., Yu, J., Zhang, C., On the Optimal Forecast with the Fractional Brownian Motion, Quantitative Finance, 2024, 24(2), 337-346. (ABS3)
- 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)