刘志

2021-01-28 16:45:43 Macao Young Scholars Program 29
導師簡歷CV :
刘志
立即下载

Macao Young Scholars Program 2021

Supervisors

 

Ref. No.: MYSP-2021-009

Section 1: Personal Particulars 

*Name in Chinese:

刘志

*Name in English:

Zhi LIU

*Academic Rank:

Associate Professor

*Telephone:

00853-88224494

Fax:


*E-mail: 

liuzhi@um.edu.mo

Mailing Address:

Faculty of Science and Technology, University of Macau, E11-3072, Avenida da Universidade, Taipa, Macau

*Institution:

University of Macau

*Department:

UMAC-Faculty of Science & Technology

Administrative Post:


Personal Webpage:

http://www.fst.umac.mo/en/staff/liuzhi.html

 



Research Project provided for Macao Youth Scholars Program:

*Project Name in Chinese:

波动率分布的统计推断及其应用

*Project Name in English:

Statistical Inference of distributions of volatility with applications

*Academic Discipline (Primary):

0714  统计学

Academic Discipline (Secondary, for reference):


Special requirement for the postdoctoral fellow candidates:


Academic Qualifications:


Professional Accomplishments, honors, awards and patents:


 

Section 2: Research Interests and Grants

Major Research Interests:


Number of Current PhD Students:

3

Number of PhD Trained:

3

Number of Postdoctoral Fellows Supervised:

2

*Research Grants for MYSP: (Please include project titles, funding sources, reference number, funding amounts and duration)

Statistical inference of spot correlation and spot market Beta under infinite variation jumps, (1/1/2022-31/12/2023), MYRG2020-00227-FST, MOP $600,000.