张术林,男,教授。 2005年毕业于武汉大学数学与统计学院,取得数学博士学位,2005-2010年任职于广发证券股份有限公司,分析师/证券投资管理经理。2010年任职于西南财经大学统计学院,
计量金融学,在国内外知名杂志Journal of Econometrics, Journal of Business and Economics Statistics, Computational Statistics and Data Analysis发表论文近20余篇。
Shulin Zhang &Qian M. Zhou & Huazhen Lin, 2021. "Goodness-of-fit test of copula functions for semi-parametric univariate time series models,"Statistical Papers, Springer, vol. 62(4), pages 1697-1721, August
Shulin Zhang, Qian M. Zhou, Dongming Zhu & Peter X.-K. Song (2019) Goodness-of-Fit Test in Multivariate Jump Diffusion Models, Journal of Business & Economic Statistics, 37:2, 275-287
Zhang, S., Okhrin, O., Zhou, Q. M., and Peter, X.-K. S. (2017). Goodness-of-fit test for specification of semiparametric copula dependence models. Journal of Econometrics, 193(1), 215-233.
张术林, 2014.评估Value-at-Risk模型-条件矩检验方法系统工程理论与实践,05.
Zhang shulin, Wei Zhenghong, Bi qiuxiang , 2014,A linear IBD model and its statistical inference,Chinese Quarterly Journal of Mathematics ,29(3)
Zhang shulin, Wei Zhenghong, Bi qiuxiang, 2013. A Specification Test of Stochastic Diffusion Models, Acta Mathematicae Applicatae Sinica, English Series,29(3).
Peter, X-K.Song, Freeland, R.K., Biswas, A.,Shulin Zhang, 2013. Statistical analysis of discrete-valued time series using categorical ARMA models, Computational Statistics and Data Analysis, 57(1), 112-124.
Shulin Zhang, Peter X-K Song, Daimin Shi, Qian M. Zhou, 2012. Information Ratio Test for Model Misspecification on Parametric Structures in Stochastic Diffusion Models, Computational Statistics and Data Analysis,56(12),3975-3987.
张术林, 2009. RiskMetrics模型扩展及评估,数学的实践与认识, 5(37), 34-41.
张术林,魏正红, 2009.随机捕食与被捕食模型,应用概率统计.
Hu Dihe,Zhang Shulin, 2008, The Ergodicity for bi-immigration birth and death process, Acta Mathematica Scientia,28B(1), 43-53.
张术林, 2008.利用Pearson IV分布估计Value-at-Risk,系统工程理论与实践, 27(3), 112-118.
张术林, 2005.随机环境中r维分支链的协方差计算,数学杂志, 03, 58-61.
Hu Dihe,Zhang Shulin, 2005. The Laplace Functional and Moments for Markov Branching Chains in Random Environments, Journal of Wuhan University, 03, 74-78.