Name: Zhu Qianqian
Title: Professor
Research direction: Time series analysis
Courses: Mathematical Statistics, Attribute Data Analysis, Time Series Analysis, Financial Time Series Analysis
E - mail： zhu.qianqian@mail.shufe.edu.cn
Personal Profile
Zhu Qianqian, Professor and Doctoral Supervisor at the School of Statistics and Data Science, Shanghai University of Finance and Economics, has been selected for the National Youth Talent Program, Shanghai "Pujiang Talent" Team Project, and "Morning Light Plan" Project. She obtained her PhD from the University of Hong Kong. My research focuses on time series analysis, spatiotemporal data modeling, and financial econometrics. My research methods are mainly applied to macroeconomic variable prediction and financial risk measurement evaluation. The research results are mainly published in Journal of the Royal Statistical Society, Series B、Journal of Econometrics、Journal of Business & Economic Statistics、Econometric Theory And in international authoritative journals such as Statistica Sinica. Hosted the National Natural Science Foundation General Project and Youth Project, co authored the textbook "Mathematical Statistics", and was awarded the title of "My Good Teacher" and "Academic Star" for doctoral students at Shanghai University of Finance and Economics.
Target Students
Students need to be diligent in their work, possess strong learning initiative, self-discipline, and the ability to withstand significant pressure.
Doctoral admission requirements: Strong research motivation, strong logical thinking ability, solid foundation in mathematics and physics, good English proficiency or programming ability.
Admission requirements for undergraduate and master's students: strong analytical or research motivation, solid foundation in mathematics and physics, and good programming skills.
No. | Project Name | Numner | Resource | Time | Funds |
1 | 半参数估计与高维变量筛选在金融风险量化与家系遗传性研究中的应用 | 2019PJC051 | 上海市浦江人才计划团队项目 | 2019.11.01至2021.10.31 | 50万元 |
2 | 分位双自回归模型及其在金融和电力领域的应用 | 19CG44 | 上海市晨光计划 | 2020.2.19至2022.12.31 | 2万元 |
3 | 非对称线性双自回归模型的统计推断及应用研究 | 12001355 | 国家自然科学基金青年项目 | 2021.01至2023.12 | 24万元 |
4 | 三种新多元时序模型的稳健统计推断及应用研究 | 72373087 | 国家自然科学基金面上项目 | 2024.01至2027.12 | 40万元 |
5 | 中国经济指标序列的季节调整研究与应用 | 2025110633 | 国家统计局上海调查总队 | 2025.10至2025.12 | 5万元 |
Research Field
Time series analysis, spatiotemporal data modeling, financial econometrics
Educational Background
1. Bachelor of Economics, School of Statistics and Mathematics, Shandong University of Finance and Economics, September 2007 to June 2011
2. Master of Applied Statistics, School of Statistics, Renmin University of China, September 2011 to June 2013
3. PhD in Statistics and Actuarial Science, Systems and Accounting, University of Hong Kong, August 2013 to August 2017
Work Experience
1. Assistant Professor, School of Statistics and Data Science, Shanghai University of Finance and Economics, August 2017 July 2020
2. Associate Professor, School of Statistics and Data Science, Shanghai University of Finance and Economics, 2020.8-2023.7
3. Tenured Associate Professor, School of Statistics and Data Science, Shanghai University of Finance and Economics, March 2026-2026.7
4. Tenured Professor at the School of Statistics and Data Science, Shanghai University of Finance and Economics, August 2026 present
*Corresponding author; #Guided students
1.Zhang, Y., Zhu, Q.*, Si, Y. and Li, G. (2025+) Quantile Index Regression. Accepted by Statistica Sinica.
2.Zhu, Q., Li, W.#, Zhang, W.* and Li, G. (2026) Panel Quantile GARCH models under Homogeneity, Journal of Business & Economic Statistics, 44, 270-281.
3.Lei, C.# and Zhu, Q.* (2025+) On efficient estimation for Value-at-Risk via location-scale time series models. Accepted by Statistica Sinica.
4.Feng, X.*, Li, W.# and Zhu, Q. (2024) Estimation and Bootstrapping under Spatiotemporal Models with Unobserved Heterogeneity. Journal of Econometrics, 238, 105559.
5.Liu, H.#, Tan, S.# and Zhu, Q.*(2024) Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models, Statistica Sinica,34, 699-723.
6.Lin, Y.# and Zhu, Q.* (2024) On vector linear double autoregression, Journal of Time Series Analysis, 45, 376-397.
7.Zhu, Q., Tan, S.#, Zheng, Y. and Li, G.*(2023) Quantile autoregressive conditional heteroscedasticity, Journal of the Royal Statistical Society, Series B, 85, 1099–1127.
8.Feng, X., Li, W.# and Zhu, Q.* (2023) Spatial-temporal Model with Heterogeneous Random Effects, Statistica Sinica, 33, 2613-2641.
9.Tan, S.# and Zhu, Q.*(2023) On dual-asymmetry linear double AR models, Statistics and Its Interface,16, 3-16.
10.Tan, S.# and Zhu, Q.* (2022) Asymmetric linear double autoregression, Journal of Time Series Analysis, 43, 371-388.
11.Zhu, Q.* and Li, G. (2022) Quantile double autoregression, Econometric Theory, 38, 793-839.
12.Zhu, Q.*, Li, G. and Xiao, Z. (2021) Quantile estimation of regression models with GARCH-X errors, Statistica Sinica, 31, 1261-1284.
13.Zhu, Q.*,Zeng, R. and Li, G. (2020) Bootstrap inference for GARCH models by the least absolute deviation estimation, Journal of Time Series Analysis, 41, 21-40.
14.Zhu, Q., Zheng, Y.* and Li, G. (2018) Linear double autoregression, Journal of Econometrics, 207, 162-174.
15.Zheng, Y.*, Zhu, Q., Li, G. and Xiao, Z. (2018) Hybrid quantile regression estimation for time series models with conditional heteroscedasticity, Journal of the Royal Statistical Society, Series B, 80, 975-993.
16.Li, G., Zhu, Q., Liu, Z. and Li, W.K.* (2017) On mixture double autoregressive time series models, Journal of Business & Economic Statistics,35, 306-317.
17.Zhu, Q., Hu, Y. and Tian, M.* (2017) Identifying interaction effects via additive quantile regression models, Statistics and Its Interface, 10, 255-265.
Rewards and honors
1. National Young Talents (2025)
2. Shanghai Pujiang Talent (2019); Shanghai Morning Light Scholar (2020)
3. Excellent Guidance Teacher for Innovation and Entrepreneurship among College Students at Shanghai University of Finance and Economics (2020)
4. The 11th "My Favorite Teacher" at Shanghai University of Finance and Economics (2020)
5. Outstanding Communist Party Member of Shanghai University of Finance and Economics (2021)
6. Shanghai University of Finance and Economics "Female Newcomer" (2022)
7. Guidance Teacher for "Academic Star" at Shanghai University of Finance and Economics (2022), and Guidance Teacher for "Academic Star Nomination" (2024)
