闫天顺，男，金融工程系讲师，西安交通大学统计学专业获博士学位。
已在《Computational Statistics》、《Portuguese Economic Journal》、《Discrete dynamics in nature and society》等SSCI和SCI刊物发表论文十余篇。参研多项国家基金项目和省部级科研项目，主要从事金融统计与风险管理等领域的研究。
【主讲课程】
《金融随机过程》、《财务报表分析与证券估值》
【研究方向】
金融统计；绿色金融
【科研成果】
代表性论文
[1] Likelihood-based estimation for a semiparametric time-dependent jump diffusion model: application to fund feds rate. Computational Statistics, 35:539–557.
[2] A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models. Portuguese Economic Journal, 19:33–47.
[3] A test for a parametric form of the volatility in second-order diffusion models.
Computational Statistics, 32(4):1583-1596.
[4] Estimation for a second order jump diffusion model from discrete observations: application to stock market returns, Discrete Dynamics in Nature and Society, 2018: 1-12.
【联系方式】
Email：yz1006@yeah.net
