个人简历

陈倩 PhD
职位：助教授
最高学历：悉尼大学运营管理与计量经济 博士
教育背景：
2006-2011 悉尼大学 运营管理与计量经济 博士
2003-2006 香港科技大学 经济学 硕士
1999-2003 武汉大学 数学与统计学院 理学学士

近期论文

Information Flows Between the U.S. and China’s Agricultural Commodity Futures– Based on VAR-BEKK-skew-t model, accepted by Emerging Market, Finance and Trade, Janurary, 2017, Chen, Q., and Weng, X.
The two-sided Weibull distribution and forecasting financial tail risk, International Journal of Forecasting, Volume 29, Issue 4, October–December 2013, Pages 527-540
Qian Chen, Richard H. Gerlach
Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution, Computational Statistics and Data Analysis: Special Issue on Computational and Financial Econometrics, 56(11): 3498-3516 (2012), November 1, 2012
Authors: Qian Chen, Richard Gerlach, Zudi Lu
工作论文：
Forecasting Tail Risk via a Partitioned Distribution, Qian Chen, Richard Gerlach