教育经历:
2019.9 - 2025.1 博士,上海财经大学,统计学(金融统计与风险管理)
2023.9 - 2024.9 访问学者,波士顿学院,经济学
2015.9 - 2019.7 学士,云南大学,统计学
工作经历:
2025.3 - 至今 特任副教授,中国科学技术大学,管理学院
研究兴趣:
金融时间序列、分位数回归
发表文章:
Qianqian Zhu, Songhua Tan, Yao Zheng, Guodong Li. (2023) Quantile autoregressive conditional heteroscedasticity. Journal of the Royal Statistical Society: Series B, 85, 1099-1127.
Liu Hua, Songhua Tan, Qianqian Zhu (2024). Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models. Statistica Sinica, 34, 699-723.
Songhua Tan, Qianqian Zhu. (2023) On dual-asymmetry linear double AR models. Statistics and Its Interface, 16, 3-16.
Songhua Tan, Qianqian Zhu. (2022) Asymmetric linear double autoregression. Journal of Time Series Analysis, 43, 371-388.
荣誉奖项:
2024.4 IMS Hannan Graduate Student Travel Award