師資隊(duì)伍

中文信息

  • 張?jiān)獞c
  • 辦公電話:67703672
  • Office: 博識樓404
  • 電子郵箱:yqzhang@suibe.edu.cn

教授,北京大學(xué)博士后,上海財(cái)經(jīng)大學(xué)經(jīng)濟(jì)學(xué)博士(中美聯(lián)合培養(yǎng)),華中科技大學(xué)碩士,山東師范大學(xué)學(xué)士。主要從事區(qū)域經(jīng)濟(jì)學(xué)、計(jì)量經(jīng)濟(jì)學(xué)、統(tǒng)計(jì)學(xué)和金融工程等方面的研究。發(fā)表SCI,SSCI,CSSCI論文二十余篇,部分被中國人民大學(xué)復(fù)印報(bào)刊資料全文轉(zhuǎn)載,現(xiàn)主持國家社科一般項(xiàng)目一項(xiàng),主持完成教育部人文社會(huì)項(xiàng)目2項(xiàng)(免于鑒定)、主持完成國家統(tǒng)計(jì)局重點(diǎn)(優(yōu)秀)和一般項(xiàng)目各一項(xiàng)、參與國家社科重大、國家自科面上和國家社科項(xiàng)目多項(xiàng),獲得上海市教學(xué)成果二等獎(jiǎng),北京大學(xué)出版社出版專著。第一作者獲得中國數(shù)量經(jīng)濟(jì)學(xué)會(huì)優(yōu)秀科研成果獎(jiǎng)一等獎(jiǎng)兩次,中國城市發(fā)展與產(chǎn)業(yè)經(jīng)濟(jì)學(xué)年會(huì)二等獎(jiǎng),金融管理年會(huì)優(yōu)秀論文獎(jiǎng)。指導(dǎo)研究生獲得全國研究生數(shù)學(xué)建模競賽一等獎(jiǎng)、中國區(qū)域科學(xué)協(xié)會(huì)年會(huì)青年學(xué)者論文“優(yōu)秀青年論文獎(jiǎng)”優(yōu)秀獎(jiǎng)、中國數(shù)量經(jīng)濟(jì)學(xué)會(huì)優(yōu)秀科研成果獎(jiǎng)一二三等獎(jiǎng)各一次,國家獎(jiǎng)學(xué)金,上海市“都市文化與金融文明”研究生學(xué)術(shù)論壇一等獎(jiǎng)。指導(dǎo)本科生獲得美國大學(xué)生數(shù)學(xué)建模競賽、中國大學(xué)生數(shù)學(xué)建模競賽獎(jiǎng)多項(xiàng)。曾獲得科技創(chuàng)新優(yōu)秀指導(dǎo)教師,優(yōu)秀研究生指導(dǎo)教師。






研究領(lǐng)域區(qū)域經(jīng)濟(jì)學(xué)、大數(shù)據(jù)計(jì)量經(jīng)濟(jì)學(xué)、統(tǒng)計(jì)學(xué)金融工程


研究項(xiàng)目現(xiàn)主持國家社科一般項(xiàng)目一項(xiàng),主持完成教育部人文社會(huì)項(xiàng)目2項(xiàng)(免于鑒定)、主持完成國家統(tǒng)計(jì)局重點(diǎn)(優(yōu)秀)和一般項(xiàng)目各一項(xiàng)、參與國家社科重大、國家自科面上和國家社科項(xiàng)目多項(xiàng)。


部分學(xué)術(shù)論文

1.Yuanqing Zhang*,Chunrong Ai,Yaqin Feng, Threshold Effect in Varying Coefficient Models with unknown Heteroskedasticity , computational  statistics 2023 DOI:10.1007/s00180-023-01335-7 SCI

2.Yuanqing Zhang, Shuhui Feng, Fei Jin, QML Estimation of the Matrix Exponential Spatial Specification Panel Data Model with Fixed Effects and Heteroskedasticity,  Economics Letters 180 (2019) 1–5, SSCI.

3.YaqinFenga, Min Wang, Yuanqing Zhang. CVA for Cliquet options under Hestonmodel[J].North American Journal of Economics and Finance 48 (2019) 272–282,SSCI.

4.Ai Chunrong, Zhang Yuanqing*. Estimation of partially specified spatial panel data models with fixed-effects[J]. Econometric Reviews, 2017, 36(1-3): 6-22 ,SSCI.

5.Yuanqing Zhang*, Estimation of Partially Specified Spatial Panel Data Models with Random-Effects and Spatially Correlated Error Components, Communications in Statistics - Theory and Methods, 2017, 46(3): 1056-1079,SCI.

6.Yuanqing Zhang*, Yanqing Sun. Estimation of Partially Specified Dynamic Spatial Panel Data Models with Fixed-Effects. Regional Science and Urban Economics, 2015, (51):37-46, SSCI.

7.Yuanqing Zhang*, DianmeiShen. Estimation of Semi-parametric Varying-Coefficient Spatial Panel Data Models with Random-Effects, Journal of Statistical Planning and Inference, 2015, 159(3): 64–80, SCI.

8.張?jiān)獞c,陶志鵬,廣義嵌套空間模型變量選擇研究——基于廣義空間信息準(zhǔn)則,統(tǒng)計(jì)研究,2017,(09:100-107CSSCI.

9.張?jiān)獞c,陶志鵬基于貝葉斯法則的空間自相關(guān)誤差自相關(guān)模型變量選擇研究,數(shù)理統(tǒng)計(jì)與管理2016, (11)826-837, CSSCI.

10.張?jiān)獞c,蹇明,匯率連動(dòng)期權(quán)的保險(xiǎn)精算定價(jià),經(jīng)濟(jì)數(shù)學(xué), 22(4) 363-367(核心,且被中國人民大學(xué)復(fù)印報(bào)刊資料《統(tǒng)計(jì)與精算》第2期全文轉(zhuǎn)載)



計(jì)量經(jīng)濟(jì)學(xué),空間計(jì)量經(jīng)濟(jì)學(xué),應(yīng)用隨機(jī)過程,面板數(shù)據(jù)分析,證券經(jīng)濟(jì)學(xué)