Institute for Advanced Study, Toulouse
Web page: http://people.ds.cam.ac.uk/vrd22/
Department of Economics, Penn State
ERGO Group, Nuremberg
Queen Mary, University of London
Web page: https://sites.google.com/site/econrauh/
Hui Jun Zhang
"My research focuses on the statistical analysis of causality and volatility in econometrics with financial applications. It involves theoretical and empirical studies of multi-horizon second-order causality, linear estimation of weak GARCH models, commodity price-exchange rate causality with high-frequency data, and historical evolution of volatility forecast skill. I am also interested in employing econometric methods to investigate monetary policy issues."