Institute for Advanced Study, Toulouse
Web page: http://people.ds.cam.ac.uk/vrd22/
Department of Economics, Penn State
Queen Mary, University of London
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."
Web page: http://huijunzhang.com/