教育背景

• 2009-2014  西南财经大学  理学学士、经济学学士
• 2014-2016  西南财经大学  金融硕士
• 2016-2021  厦门大学        经济学博士

工作经历

• 2022-2023  新加坡管理大学  博士后研究员
• 2024-2025  澳门大学            研究助理教授

发表论文

1. Zhiwu Hong, Linlin Niu and Chen Zhang, Affine Arbitrage-Free Yield Net Models with Application to the Euro Debt Crisis. Journal of Econometrics, 2022.
2. Shuping Shi, Jun Yu and Chen Zhang, On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes. Journal of Econometrics, 2024.
3. Shuping Shi, Jun Yu and Chen Zhang, Fractional Gaussian Noise: Spectral Density and Estimation Methods. Journal of Time Series Analysis, 2025.
4. Xiaohu Wang, Jun Yu and Chen Zhang, On the Optimal Forecast with the Fractional Brownian Motion. Quantitative Finance, 2024, 24(2), 337-346
5. Chen Zhang, Ying Fang and Linlin Niu, Changing Anchor of the Renminbi: A Bayesian Learning Approach to the Decade-Long Transition. Economic Modelling, 2022.

工作论文

1. Xiaohu Wang, Weilin Xiao, Jun Yu and Chen Zhang, Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data. Revise & Resubmit, Journal of Econometrics.
2. Markus Bibinger, Jun Yu and Chen Zhang, Modeling and Forecasting Multivariate Realized Volatilities with Multivariate Fractional Brownian Motion. Revise & Resubmit, Journal of Business & Economic Statistics.
3. Tetsuya Takabatake, Jun Yu and Chen Zhang, Optimal Estimation for General Gaussian Processes. Submitted.
4. Xiaohu Wang and Chen Zhang, Towards a Unified Fractional Unit Root Distribution.

会议

• International Symposium on Econometric Theory and Applications,  University of Macau, 2025. Local Committee.
• FBA Salon Series on Data Analysis, University of Macau, 2025.
• Inaugural Meeting of the Greater Bay Econometrics Study Group, University of Macau, 2024.
• Fudan Workshop on Time Series Econometrics, Fudan University, 2024.
• Lingnan College Advanced Seminar on Quantitative Economics, Sun Yat-sen University, 2023.
• Asian Meeting of the Econometric Society in East and Southeast Asia, Nanyang Technological University, 2023. Session Chair.
• Monash/Princeton/SJTU/SMU Conference on Econometrics, Singapore Management University, 2023.
• International Symposium on Econometric Theory and Applications, Singapore Management University, 2023. Session Chair.
• SH3 Conference on Econometrics, Singapore Management University, 2023.
• Asian Finance Association Annual Conference, Hong Kong Polytechnic University, 2022.

科研项目

1. 澳门大学 Seed Grant：Multivariate Rough Volatility Model，主持，已结项；
2. 新加坡教育部 Tier2 Grant, New Machine Learning Methods with Applications in Forecasting Economic and Financial Variables, 参与，已结项；

招生

面向应用经济学博士，招生方向为金融资产波动率与宏观金融