Kazuhiko Shinki

Kazuhiko Shinki

Associate Professor


313-577-7596 (fax)


1189 FAB

Kazuhiko Shinki

Research interest(s)/area of expertise

Mathematical Statistics, Time Series Analysis, Financial Econometrics, Statistics in Sports


PhD 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
Power ARCH model.
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.

Currently teaching

MAT 5740, MAT 5830 (Fall 2018)

Courses taught

MAT 1000, STAT 1020, MAT 2010, MAT 2020, MAT 2210, MAT 5030, MAT 5740, MAT 5800, MAT 5830, MAT 6830, MAT 7810, MAT 7820

Other qualifications directly relevant to courses taught

SOA Actuarial Exams P/1 and FM/2.