Faculty Research

Z

ZHANG Shen

Department of Finance Assistant Professor

电子邮箱

研究方向:Applied Econometrics, Financial Econometrics

Biography

【Education and Career】

Time Institution Degree/Position
2006-2011 Nation University of Singapore Economics Ph.D
2004-2006 Nankai University Economics Master
1999-2003 Nankai University Finance Bachelor
May,2012-May,2016 National University of Singapore Research Fellow
Aug,2010-May,2012 National University of Singapore Full-time TA
Publications

【Journal Paper】

[1] Heejoon Han, Shen Zhang, Non-stationary Volatility Model[J].The Econometrics Journal,2012,15:204-225.

[2] Shen Zhang, Heejoon Han, Semiparametric ARCH-X Model for leverage Effect and Long Memory in Stock Return Volatility[J]. African Journal of Economic Theory and Econometrics. 2014. 25(3):81-100.

[3] Heejoon Han, Myung D. Park, Shen Zhang. A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility [J]. Journal of Forecasting. 2015. 34(3):209-219.

Projects
Academic & social Service