Name: ZHOU, Zhefang Sherry
Position: Associate Professor and Programme Director, Financial Mathematics

Academic & Professional Qualifications
  • PhD in Quantitative Methods, Purdue University, USA
  • MS and BS in Economics, Tsinghua University, China
Research Areas
  • Applied Statistics and Econometrics
  • Time Series Analysis
  • Length-Biased Data Analysis
Selected Publications
  • “Nonparametric and semiparametric estimation of quantile residual lifetime for length-biased and right-censored data” (2017), The Canadian Journal of Statistics (indexed in SCI), 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 (indexed in SCI), with R Zhu, 27(6), 1204-1212.
  • “Interval estimation by frequentist model averaging” (2013), Communications in Statistics – Theory and Methods (indexed in SCI), 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 (indexed in SSCI), 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 (indexed in SCI), with R Zhu, 8(1), 41-53.
  • “Estimating the error variance after a pre-test for an interval restriction on the coefficients” (2011), Computational Statistics and Data Analysis (indexed in SCI), with R Zhu, 55(7), 2312-2323.
Courses Taught at UIC
  • Time Series for Finance and Macroeconomics
  • Advanced Applied Econometrics
  • Mathematical Statistics
  • Introduction to Financial Derivatives
  • International Finance