发布时间：2021-04-20
Zhang Shen is currently an Associate Professor and Master's Supervisor in the Finance Department of the College of Management and Economics at Tianjin University. She obtained the Bachelor's degree in Finance from the School of Economics at Nankai University in 2003, the Master's degree in Economics from the Institute of Economics at Nankai University in 2006, and the PhD in Economics from the National University of Singapore in 2011. Her main research areas are Applied Econometrics, Financial time series analysis, Volatility modeling and forecasting, Financial empirical analysis, International finance, etc.
Dr. Zhang Shen has published several academic articles in international journals such as 《The Econometric Journal》, 《Journal of Forecasting》,《Journal of Economic Theory and Economics》and 《International Journal of Finance and Economics》.
| Time | Institution | Degree/Position |
| Sep. 1999~Jul. 2003 | Department of Finance, Nankai University | B.S |
| Sep. 2004~Jul. 2006 | Institute of Economics, Nankai University | M.A |
| Sep. 2006~Jul. 2011 | Department of Economics, National University of Singapore | PhD |
| Jan. 2011~May 2016 | Department of Economics, National University of Singapore | Research Fellow |
| Jun. 2016~ Sep. 2023 | College of Management and Economics,Tianjin University | Assistant Professor |
| Oct. 2023~Present | College of Management and Economics,Tianjin University | Associate Professor |
[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]. 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.
[4] Shen Zhang, Jing Wan, Do China's Shadow Banking Interest Rates Capture Its Monetary Policy Stance? [J]. Emerging Markets Finance and Trade, 2017, 53(12)：2686-2695.
[5] Jing Wan, Shen Zhang, Xu Feng, How does the stock market affect the interest rate corridor system in China?[J]. International Journal of Finance and Economics, 2022, 29(2), 1820-1833.
[1] Research on Value at Risk Prediction Based on Quantile Dependence between Time Series (National Natural Science Foundation of China, 71903144, Project Chair)
[2] A Study on the Path of China's Monetary Policy Promoting Common Prosperity under the New Development Pattern (National Social Science Foundation of China, 22BJL021,Project participants)
