Kazuhiko Shinki
Associate Professor
313-577-2479
313-577-7596 (fax)
1189 F/AB
Department
Kazuhiko Shinki
Research interest(s)/area of expertise
Mathematical statistics, time series analysis, financial econometrics, statistics in sports
Education
Ph.D. in Statistics, University of Wisconsin-MadisonSelected 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
Courses taught by Kazuhiko Shinki
Winter Term 2025 (future)
Fall Term 2024 (current)
- STA2210 - Probability and Statistics
- STA6840 - Applied Regression Analysis
- MAT6150 - Probability and Statistics for Teachers