Dongming ZHU


Associate Professor (with Tenure)
Econometric Theory, Financial Econometrics, Risk Management
(Ph.D., McGill University, 2007)

Office Address:
716, School of Economics
111 Wuchuan Rd

Contact Information:
Telephone: +86-21-65902748
Selected Publications
Currently Teaching



Ph.D. in Economics, McGill University, 2007
Fields:  Econometric Theory, Financial Econometrics, Risk Management.

M.A. in Economics, University of Windsor, 2001

M.Sc. in Probability and Statistics, Jilin University, 1988

B.Sc. in Applied Mathematics, Jilin University, 1985

Professional Experience

•Associate Professor, School of Economics, Shanghai University of Finance and Economics, 2009-present.

•Associate Professor, HSBC School of Business, Peking University, 2006-2009.

•Teaching Assistant, Research Assistant to Professors J. W. Galbraith and V. Zinde-Walsh, Department of Economics, McGill University, Canada, 2001-2006.

•Teaching Assistant, Research Assistant to Professor Yanqin Fan, Department of Economics, University of Windsor, Canada, 1999-2001.

•Associate Professor (1996-1999), Lecturer (1990-1996), Teaching Assistant (1988-1990), Department of Information, Dongbei University of Finance and Economics, China.  

Selected Publications
  1. Human Capital and Innovation in a Monetary Schumpeterian Growth Model (with Angus C. Chu and Lei Ning), Macroeconomic Dynamics, Vol. 23, Issue 5, 1875-1894, July 2019.

  2. Goodness-of-Fit Test in Multivariate Jump Diffusion Models (with Shulin Zhang, Qian M. Zhou, and Peter X-K Song), Journal of Business & Economic Statistics, Vol. 37 (2), 275-287, 2019.

  3. Breaking the 'Iron Rice Bowl': Evidence of Precautionary Savings from the Chinese State-Owned Enterprises Reform (with Hui He, Feng Huang and Zheng Liu), Journal of Monetary Economics, Vol.94, 94-113, April 2018.

  4. Partial Identification of Functionals of the Joint Distribution of 'Potential Outcomes' (with Yanqin Fan and Emmanuel Guerre), Journal of Econometrics, Volume 197, Issue 1, March 2017, Pages 42–59.

  5. Growth and Parental Preference for Education in China (with Angus C. Chu and Yuichi Furukawa), Journal of Macroeconomics, 49, 192-202, 2016.

  6. Inference for Optimal Split Point in Conditional Quantiles (with Yanqin Fan and Ruixuan Liu), Frontiers of Economics in China, 11(1), 40-59, 2016.

  7. The information content of analyst recommendation revisions — Evidence from the Chinese stock market (with George J. Jiang and Liangliang Lu), Pacific-Basin Finance Journal, 2014.

  8. Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions (with John W. Galbraith), Journal of Empirical Finance, 2011.

  9. French Automobiles and the Chinese Boycotts of 2008: Politics Really Does Affect Commerce (with Canhui Hong, Weimin Hu and James E. Prieger), The B.E.Journal of Economic Analysis & Policy, Vol. 11, Issue 1 (Topics), 2011.

  10. A generalized asymmetric Student-t distribution with application to financial econometrics (with John W. Galbraith), Journal of Econometrics, 2010.

  11. Properties and estimation of asymmetric exponential power distribution,(with Victoria Zinde-Walsh), Journal of Econometrics, 148(1), 86-99, 2009.

Currently Teaching

1.Advanced Econometrics I (Fall 2006, 2007)

2.Financial Econometrics  (Spring 2007, 2008)

3.Data, Models and Decisions  (Spring 2008, Fall 2008)

4.Statistics for Business and Economics  (Fall 2007, Spring 2009)

5.Advanced Econometrics II  (Spring 2009)