Kazuhiko Shinki

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-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

• Google Scholar
• ResearchGate

Courses taught by Kazuhiko Shinki

Fall Term 2024 (future)

• STA6840 - Applied Regression Analysis

Winter Term 2024 (current)

• MAT5740 - The Theory of Interest
• STA5820 - Introduction to Data Science

Fall Term 2023

• STA5030 - Statistical Computing and Data Analysis
• STA5830 - Applied Time Series

Winter Term 2023

• MAT5740 - The Theory of Interest
• STA5820 - Introduction to Data Science

Fall Term 2022

• STA6840 - Applied Regression Analysis
• MAT5700 - Introduction to Probability Theory

Winter Term 2022

• MAT5740 - The Theory of Interest
• STA5820 - Introduction to Data Science