张元庆

文章来源:经贸学院 作者: 发布时间:2023-09-25 浏览次数:1840


研究领域区域经济学、大数据计量经济学、统计学金融工程


研究项目主持国家社科一般项目一项,主持完成教育部人文社会项目2项(免于鉴定)、主持完成国家统计局重点(优秀)和一般项目各一项、参与国家社科重大、国家自科面上和国家社科项目多项。


部分学术论文

1.Yuanqing Zhang*,Chunrong Ai,Yaqin Feng, Threshold Effect in Varying Coefficient Models with unknown Heteroskedasticity , computational  statistics 2023 DOI:10.1007/s00180-023-01335-7 SCI

2.Yuanqing Zhang, Shuhui Feng, Fei Jin, QML Estimation of the Matrix Exponential Spatial Specification Panel Data Model with Fixed Effects and Heteroskedasticity,  Economics Letters 180 (2019) 1–5, SSCI.

3.YaqinFenga, Min Wang, Yuanqing Zhang. CVA for Cliquet options under Hestonmodel[J].North American Journal of Economics and Finance 48 (2019) 272–282,SSCI.

4.Ai Chunrong, Zhang Yuanqing*. Estimation of partially specified spatial panel data models with fixed-effects[J]. Econometric Reviews, 2017, 36(1-3): 6-22 ,SSCI.

5.Yuanqing Zhang*, Estimation of Partially Specified Spatial Panel Data Models with Random-Effects and Spatially Correlated Error Components, Communications in Statistics - Theory and Methods, 2017, 46(3): 1056-1079,SCI.

6.Yuanqing Zhang*, Yanqing Sun. Estimation of Partially Specified Dynamic Spatial Panel Data Models with Fixed-Effects. Regional Science and Urban Economics, 2015, (51):37-46, SSCI.

7.Yuanqing Zhang*, DianmeiShen. Estimation of Semi-parametric Varying-Coefficient Spatial Panel Data Models with Random-Effects, Journal of Statistical Planning and Inference, 2015, 159(3): 64–80, SCI.

8.张元庆陶志鹏广义嵌套空间模型变量选择研究——基于广义空间信息准则,统计研究,2017,(09:100-107CSSCI.

9.张元庆陶志鹏基于贝叶斯法则的空间自相关误差自相关模型变量选择研究数理统计与管理2016, (11)826-837, CSSCI.

10.张元庆,蹇明汇率连动期权的保险精算定价,经济数学, 22(4) 363-367(核心,且被中国人民大学复印报刊资料《统计与精算》第2期全文转载)