dst 20191206 sherryzhou

Dr. Sherry Zhefang ZHOU
Associate Professor and Programme Director of Financial Mathematics
Division of Science and Technology
office: T3-602-R4

Ph.D. in Quantitative Methods, Purdue University, United States
M.Sc. in Economics, Tsinghua University
B.Sc. in Economics, Tsinghua University

Research Interests

Financial Econometrics
Applied Statistics

Current Teaching

ECON3103 Introductory Econometrics
MATH2033 Mathematical Statistics
FINM2013 Time Series for Finance and Macroeconomics
FINM3013 Introduction to Financial Derivatives

Selected Publications
  • “Nonparametric and semiparametric estimation of quantile residual lifetime for length-biased and right-censored data” (2017), The Canadian Journal of Statistics, with Y Wang, X. Zhou, and Y Zhou, 45(2), 220-250.
  • “Testing inequality constraints in a linear regression model with spherically symmetric disturbances” (2014), Journal of Systems Science and Complexity, with R Zhu, 27(6), 1204-1212.
  • “Interval estimation by frequentist model averaging” (2013), Communications in Statistics – Theory and Methods, with H Y Wang, 42(23), 4342-4356.
  • “Focused information criteria, model selection and model averaging in a Tobit model with a non-zero threshold” (2012), Journal of Business and Economic Statistics, with X Y Zhang and A T K Wan, 30(1), 132-142.
  • “Small sample properties of an inequality pre-test ridge regression estimator in a mis-specified linear model” (2012), International Journal of Agricultural and Statistical Sciences, with R Zhu, 8(1), 41-53.
Grants and Projects
  • Natural Science Foundation of Guangdong Province (RMB100,000), 2015
  • UIC Research Grant (RMB40,000), 2015
  • Hong Kong Research Grants Council (RGC), General Research Fund (HKD371,290), 2009.
Postgraduate Opportunities

Open to MPhil or PhD applications in the area of Financial Econometrics.