最后学位：加拿大麦吉尔大学博士
岗位职称：副教授
公共职务:数量经济系系主任
研究领域：计量经济学理论，金融计量经济学，风险管
理
教学课程：高级计量经济学I,金融计量经济学,数据、
模型与决策,商务与经济统计,高级计量经
济学II

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办公室：经济学院楼717
电话：86-021-65902748
Email：dongmingzhu@hotmail.com

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通讯地址：上海市国定路777号上海财经大学经济学院
邮编：200433

教师简介

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教育经历

Ph.D.inEconomics,McGillUniversity,2007

Fields:EconometricTheory,FinancialEconometrics,RiskManagement.

M.A.inEconomics,UniversityofWindsor,2001

M.Sc.inProbabilityandStatistics,JilinUniversity,1988

B.Sc.inAppliedMathematics,JilinUniversity,1985

工作经历

?AssociateProfessor,SchoolofEconomics,ShanghaiUniversityofFinanceandEconomics,2009-present.

?AssociateProfessor,HSBCSchoolofBusiness,PekingUniversity,2006-2009.

?TeachingAssistant,ResearchAssistanttoProfessorsJ.W.GalbraithandV.Zinde-Walsh,DepartmentofEconomics,McGillUniversity,Canada,2001-2006.

?TeachingAssistant,ResearchAssistanttoProfessorYanqinFan,DepartmentofEconomics,UniversityofWindsor,Canada,1999-2001.

?AssociateProfessor(1996-1999),Lecturer(1990-1996),TeachingAssistant(1988-1990),DepartmentofInformation,DongbeiUniversityofFinanceandEconomics,China.

发表论文

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1.ModelingandforecastingexpectedshortfallwiththegeneralizedasymmetricStudent-tandasymmetricexponentialpowerdistributions(withJohnW.Galbraith),JournalofEmpiricalFinance,2011.

2.FrenchAutomobilesandtheChineseBoycottsof2008:PoliticsReallyDoesAffectCommerce(withCanhuiHong,WeiminHuandJamesE.Prieger),TheB.E.JournalofEconomicAnalysis&Policy,Vol.11,Issue1(Topics),2011.

3.AgeneralizedasymmetricStudent-tdistributionwithapplicationtofinancialeconometrics(withJohnW.Galbraith),JournalofEconometrics,2010.

4.Propertiesandestimationofasymmetricexponentialpowerdistribution，(withVictoriaZinde-Walsh),JournalofEconometrics,148(1),86-99,2009.

工作论文

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1.Asymmetricparametricdistributions:Aprocedureandanexample,workingpaper.

2.ForecastingexpectedshortfallwithageneralizedasymmetricStudent-tdistribution(withJohnW.Galbraith),workingpaper.

3.Maximumentropyextremevaluedistributions(withVictoriaZinde-Walsh),workingpaper.

4.Anasymmetricgeneralizedtdistribution:theoryandapplicationstoeconometrics,workingpaper.

5.PartialIdentificationandConfidenceSetsforFunctionaloftheJointDistributionofthePotentialOutcomes(withYanqinFan),workingpaper.

6.DemandEstimationoftheChineseNewCarMarket---aBLPEstimationwithIncompletePriceData(withZhentongLuandWeiminHu),workingpaper.

7.ThePriceofaTorch:theImpactonFrenchCarSalesinChinaofAnti-ForeignSentimentduringtheBeijingOlympics(withCanhuiHongandWeiminHu),workingpaper.

8.EstimationofDemandusingBLPModelwithaSubsetofChoices(withZhentongLuandWeiminHu),workingpaper.

9.政治事件、产品国别偏好和国际贸易（合作者：姚洪心），工作论文。

10.国家社会科学基金一般项目：《对寡头市场条件下环境贸易政策的理论和实证研究》，批准号：09BJL041，课题经费：10万元，项目负责人：姚洪心，本人是第一主要研究人员。

11.广东省哲学社会科学十一五规划课题：《FDI技术溢出对广东省产业结构调整的实证研究》，批准号：08E-15，课题经费：2万元，项目负责人：姚洪心，本人是第一主要研究人员。

荣誉奖励

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?ExcellentTeachingAwards,PekingUniversityShenzhenGraduateSchool,2009.

?ExcellentTeachingAwards,PekingUniversityShenzhenGraduateSchool,2008.

?Scholarship,McGillUniversity,2001-2006.

?ScholarshipandVisaDifferentialFreeBursary,UniversityofWindsor,1999-2001.

?SummerResearchAward,UniversityofWindsor,2001.

?ExcellentTeachingAwards,DongbeiUniversityofFinanceandEconomics,China,1995,1992.

教授课程

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1.AdvancedEconometricsI（Fall2006,2007）

2.FinancialEconometrics(Spring2007,2008)

3.Data,ModelsandDecisions(Spring2008,Fall2008)

4.StatisticsforBusinessandEconomics(Fall2007,Spring2009)

5.AdvancedEconometricsII(Spring2009)

期刊审稿

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?JournalofFinancialEconometrics

?JournalofNonparametricStatistics