Qian Chen

Associate Professor, Master's Supervisor, Ph.D.in Economics (University of Sydney), MSc.in Economics (HKUST), BSc. In Mathematics (Wuhan University), Advanced Certified Professional Forecaster (ACPF). Before joining SZTU Business School, Dr. Chen was an Assistant Professor in the Master/Ph.D. and MBA programs at the Peking University HSBC Business School.

Dr. Chen has more than 10 years’research experience in statistical modelling, data analysis and dynamic information, with application in financial risk management, capital allocation, and business forecasting. Her ongoing research focuses on global and regional innovation network, Fintech regulation,etc.

Publications:

Wang, C., Chen, Q. and Gerlach, R., “Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution”, Quantitative Finance, Volume 19:6, Pages1017-1042, November 2018. 


Chen, Q., and Weng, X., “Information Flows Between the U.S. and China’s Agricultural Commodity Futures–Based on VAR-BEKK-skew-t model”, Emerging Markets, Finance and Trade, Volume 54:1, Pages 71-87, October, 2017.

Chen, Q., Gerlach, R., “The two-sided Weibull distribution and forecasting financial tail risk”, International Journal of Forecasting, Volume 29, Issue 4, October – December 2013, Pages 527-540. 


Chen, Q., Gerlach, R., and Lu, Z., “Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution”, Computational Statistics and Data Analysis, 56(11): 3498-3516 (2012).