陈倩 - 北京大学深圳研究生院

个人简介

陈倩 PhD 职位：助教授最高学历：悉尼大学运营管理与计量经济博士教育背景： 2006-2011 悉尼大学运营管理与计量经济博士 2003-2006 香港科技大学经济学硕士 1999-2003 武汉大学数学与统计学院理学学士

研究领域

贝叶斯推理、极端事件预测

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Information Flows Between the U.S. and China’s Agricultural Commodity Futures– Based on VAR-BEKK-skew-t model, accepted by Emerging Market, Finance and Trade, Janurary, 2017, Chen, Q., and Weng, X. The two-sided Weibull distribution and forecasting financial tail risk, International Journal of Forecasting, Volume 29, Issue 4, October–December 2013, Pages 527-540 Qian Chen, Richard H. Gerlach Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution, Computational Statistics and Data Analysis: Special Issue on Computational and Financial Econometrics, 56(11): 3498-3516 (2012), November 1, 2012 Authors: Qian Chen, Richard Gerlach, Zudi Lu 工作论文： Forecasting Tail Risk via a Partitioned Distribution, Qian Chen, Richard Gerlach