Kazuhiko Shinki (ed7843)
University information
Title: Associate Professor
Unit: Mathematics
Department: College of Liberal Arts & Science
Contact information
College of Liberal Arts and Sciences
Department:
Title:
Associate Professor
Phone:
313-577-2479
Fax:
313-577-7596
Email:
shinki@wayne.edu
Office:
1189 F/AB
Research interest(s)/area of expertise:
Mathematical statistics, time series analysis, financial econometrics, statistics in sports
Education – Degrees, Licenses, Certifications:
Ph.D. in Statistics, University of Wisconsin-Madison
Selected publications:
- Zhang, Z. Shinki, K., Extreme Co-movements and Extreme Impacts in High Frequency Data in Finance. Journal of Banking and Finance. Vol. 31 Issue 5, pp.1399-1415, 2007
- Shinki K, Zhang, Z., Asymptotic Theory for Fractionally Integrated Asymmetric Power ARCH Models. Journal of Statistical Planning and Inference. Vol. 142, pp.2871-2890, 2012
- Eamon C, Kamjoo, V. Shinki K., Design Live Load Factor Calibration for Michigan Highway Bridges. Journal of Bridge Engineering 21(6), 04016014, June 2016
Other qualifications directly relevant to courses taught:
SOA Actuarial Exams P/1 and FM/2.
Citation index:
