Recently, a paper entitled “Panel Quantile Regression for Extreme Risk” by Associate Prof. Xuan Leng and Prof. Yinggang Zhou from the College of Economics, Xiamen University (XMU), in collaboration with Associate Prof. Yanxi Hou from Fudan University and Prof. Liang Peng from Georgia State University, was published in the Journal of Econometrics, Volume 240 Issue 1, March 2024. The Journal of Econometrics is widely recognized as a leading journal in the field of econometrics and statistics, and falls into Class A within our own tiered journal ranking system by XMU. The paper is part of the important achievements of the Basic Science Center for Econometric Modelling and Economic Policy Studies, National Natural Science Foundation of China.
Xuan Leng, PhD in Statistics from the University of Science and Technology of China, is currently an associate professor at the Department of Statistics and Data Science, XMU School of Economics and Wang Yanan Institute for Studies in Economics (WISE), XMU. Her research interests include panel econometrics, extreme value statistics in economics and finance, etc. She has published in international journals such as Extreme, Insurance: Mathematics and Economics, Journal of Econometrics, and Journal of Financial Econometrics.
Yinggang Zhou, Ph.D. in Economics from Cornell University and Ph.D. in Finance from XMU, is currently a professor and the Dean/Director of XMU School of Economics and WISE. His research interests include asset pricing, financial risk, international finance, and Chinese financial markets. He has published in Management Science, Journal of Banking & Finance, Journal of Econometrics, Journal of Empirical Finance, Social Sciences in China, Economic Research Journal, and other domestic and international journals. He has been awarded the First Prize of 2022 National Teaching Achievement Award of Higher Education (Undergraduate) in China, and the First Prize of the Eighth Excellent Achievement Award of Scientific Research in Colleges and Universities by the Ministry of Education of China, among other prizes.
