上海交通大学金融学专业导师介绍：郑旭

　　►发表文章
　　“Long Memory in Asymmetric Dependence between LME and Chinese Aluminum Futures”, Journal of Futures Markets, forthcoming (with Yuting Gong)
　　 “A Model-free Test for Contagion between Energy Market and Stock Market”， Economics Letters, forthcoming (with Zhiyuan Pan and Yuting Gong)
　　 “基于Copula模型的尾部相依性长记忆效应研究”，《系统科学与数学》已录用 （与龚玉婷）
　　 “Asymptotically Distribution-free Tests for the Volatility Function of a Diffusion”, Journal of Econometrics，2015, 184,124-144 （with Qiang Chen and  Zhiyuan Pan)
　　 “基于鞅转化的利率模型漂移函数设定检验”,《管理科学学报》，2014， 17（11），43-56（与陈强、许秀）
　　 “基于混频模型的CPI 短期预测研究”，统计研究，2014,31（12),25-31(与龚玉婷、陈强）
　　 “Testing Asymmetric Correlations in Stock Returns via Empirical Likelihood Method,” China Finance Review International, 4, 42-57 (2014)  (with Zhiyuan Pan and Qiang Chen)
　　 “中国股市与股指期市的对冲表现及市场非完备性”，《系统工程理论与实践》，2013， 33（11）：2734-2745）（与陈强、林小强）
　　 “中国股市跳跃行为与股指期货定价表现的实证分析”，《投资研究》, 2013，32（6）：144-158，（与陈强、潘志远）
　　 “Testing Parametric Conditional Distributions Using the Nonparametric Smoothing Method" Metrika，75，455-469 (2012)
　　“基于价格预测能力的基金羊群效应模型与算例分析”,《上海管理科学》，33，24-26 （2011）（与谢鹏）
　　“Testing Heteroskedasticity in Nonlinear and Nonparametric Regressions,”  Canadian Journal of Statistics，37，282-300 (May 2009)
　　 “Testing for Discrete Choice Models,” Economics  Letters, 98, 176-184 (2008).
　　 “Nonlinear Methods in Microeconometrics,” 与Chunrong Ai, 西方人文社科研究前沿发展评析丛书, 2008
　　 “A Consistent Test of Conditional Parametric Distributions,” Econometric Theory, 16, 667-691 (2000)
　　 “Specification Testing and Nonparametric Estimation of the Human Capital Model,” in T. B. Fomby and R. C. Hill, eds., Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics, Volume 14, JAI Press (1999).
　　 “Consistent Specification Testing for Conditional Symmetry,” Econometric Theory, 14, 139-149 (1998).
　　 “A Consistent Nonparametric Test of Parametric Regression Models under Conditional Quantile Restrictions,” Econometric Theory, 14, 123-138 (1998).
　　 “A Consistent Specification Test of Independence,” Journal of Nonparametric Statistics, 7, 297-306 (1997).
　　 “A Strong Law of Large Numbers: Solution,” Econometric Theory, 12, 210-212 (1996).
　　 “A Consistent Test of Functional Form via Nonparametric Estimation Techniques,” Journal of Econometrics, 75, 263-289 (1996).
　　 “Semiparametric Efficiency Bounds for the Binary Choice and Sample Selection Models under Symmetry,” Economic Letters, 47, 249-253 (1995).
　　 “Deriving Restricted Least Squares Estimator without a Lagrangean: Solution,” Econometric Theory, 10, 447-448 (1994).
　　 “Efficiency as Correlation: Solution,” Econometric Theory, 10, 228 (1994).

　　►主讲课程
　　高级应用计量经济学(硕士研究生)
　　高级计量经济学III(博士研究生)
　　对冲基金（博士研究生)
　　另类投资（硕士研究生)