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Durham University

Research & business

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Dr Bo Zhou, PhD in Econometrics (Tilburg University)

Assistant Professor in Finance in the Business School

Contact Dr Bo Zhou (email at bo.zhou@durham.ac.uk)

Biography

Bo Zhou has a PhD in econometrics (2017) from Tilburg University, Netherlands. Before joining Durham University Business School in 2019, Bo was a Postdoctoral Researcher at the Hong Kong University of Science and Technology since 2017. His research interests include econometric theory and financial econometrics.

His research (i) has addressed semiparametric efficiency issue for nonstandard econometric problems, e.g., unit root testing, cointegration, predictive regression and weak instrument; and (ii) conducted robust volatility estimation with respect to semimartingale violations with high-frequency financial data. His paper about unit root test will appear in the Annals of Statistics.

Research Interests

  • Econometric theory
  • Financial Econometrics

Publications

Journal Article