朱真真

    朱真真

      称:讲师

      务:无

电子邮箱:1072074867@qq.com

办公电话:无

 

 

 

 

教师简介

 

教育背景

2008.9-2012.7,哈尔滨工业大学理学院数学与应用数学专业,理学学士

2008.9-2012.7,哈尔滨工业大学经济学院国际经济与贸易专业,经济学学士

2012.9-2017.6,东北师范大学数学与金莎app官网统计学专业,理学博士

 

工作经历

2013.10-2014.4,香港中文大学统计系,研究助理、访问学者

2014.4月-2016.8,香港浸会大学经济系,研究助理

2016.9-2017.1,香港岭南大学潘苏通沪港经济政策研究中心,研究助理

2017.9-至今,公司,讲师

 

研究领域、主讲课程与研究方向

2017.9-至今,金莎app官网(中国)有限公司

本科:概率论与数理统计、统计学

研究方向:随机占优理论与应用;线性和非线性因果关系检验的理论与应用;资本资产定价模型的理论与应用等

 

 

 

研究成果

 

代表性成果

[1] Hoang, T., Wong, W.K. and Zhu, Z.Z., (2015). Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange[J]. Economic Modelling, 50, 200-211.

[2] João Paulo Vieito, Wing-Keung Wong and Zhen-Zhen Zhu, (2016). Could the global financial crisis improve the performance of the G7 stocks markets? [J] Applied Economics, 48 (12), 1066-1080.

[3] Sheung Chi Chow, Yongchang Hui, João Paulo Vieito, ZhenZhen Zhu, (2016). Market liberalizations and Efficiency in Latin America [J], Studies in Economics and Finance, 33 (4), 553 – 575.

[4] Yongchang Hui, Wing-Keung Wong, Zhidong Bai, Zhenzhen Zhu, A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application [J], Journal of the Korean Statistical Society, 46 (3), 365-374

[5] Zhen-Zhen Zhu, Wing-Keung Wong, Kok Fai Phoon, (2016). Mean-Variance and Stochastic Dominance Analysis of Global Exchange-Traded Funds [J]. Frontiers in Finance and Economics, 12 (2), 30-55.

[6] Elie Bouri, Rangan Gupta, Wing-Keung Wong, Zhen-Zhen Zhu (2018). Is Wine a Good Choice for Investment? [J] Pacific-Basin Finance Journal, forthcoming.

 [7] Thi-Hong-Van Hoang, Zhenzhen Zhu, Bing Xiao, Wing-Keung Wong. (2018). The seasonality of gold prices in China: Does the risk-aversion level matter? [J] Accounting & Finance, forthcoming.

[8] 2016年新加坡南洋理工大学,新加坡(WEAI 2016 Conferences, Western Economic Association International

 

主持或作为主要参与人参与的科研项目

[1] 2016.01-2019.12,大维动态因子分析模型的定阶问题,国家自然科学基金面上项目,负责模型应用方面.