TheEconomists
Print
202-452-3363
zhaogang.song@frb.gov
zhaogang.song@frb.gov
Education
- Ph.D., Economics, Cornell University, 2011
- M.A., Finance, Shandong University, 2006
- B.S., Management Science and Engineering, Shandong University, 2002
Current Research Topics
- Term Structure of Interest Rates
- Inflation Securities, Continuous-Time Econometrics
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2011 - present
Publications
- Song, Zhaogang (2011). "A Martingale Approach for Testing Diffusion Models Based on Infinitesimal Operator," Journal of Econometrics, vol. 162, no. 2, pp. 189-212.
Presentations
conference
October 2011
Midwest Econometrics Group (Chicago Booth)
Two Classes of Drift Parameter Estimators via Infinitesimal Operator-Based Characterization
conference
June 2011
North American Econometric Society Summer Meeting
Infinitesimal Operator Based-Estimation for Continuous-Time Markov Processes
seminar
February 2011
Chicago Booth
Affine Jump Term Structure Models: Statistical Tests, Expectation Puzzles and Conditional Volatility
seminar
January 2011
Fordham University, Gabelli Graduate School of Business Administration
Affine Jump Term Structure Models: Statistical Tests, Expectation Puzzles and Conditional Volatility
seminar
January 2011
Federal Reserve Board
Affine Jump Term Structure Models: Statistical Tests, Expectation Puzzles and Conditional Volatility
seminar
November 2010
Johnson Graduate School of Management, Cornell
Affine Jump Term Structure Models: Statistical Tests, Expectation Puzzles and Conditional Volatility
conference
October 2010
The New York Camp Econometrics V (Syracuse University)
Infinitesimal Operator Based-Estimation for Continuous-Time Markov Processes
conference
August 2010
Tenth World Congress of the Econometric Society
Two Classes of Drift Parameter Estimators via Infinitesimal Operator-Based Characterization
conference
April 2010
SETA 2010, Singapore Management University
Infinitesimal Operator Based-Estimation for Continuous-Time Markov Processes
Other Activities
Awards
2010
Louis Walinsky Fund in Economics, Cornell University
Outstanding Teaching Assistant Award
2010
Tenth World Congress of the Econometric Society
Funding Support
2010
SETA 2010, Singapore Management University
Subsidy for Young Economists
2009
Graduate School of Cornell Univeristy
Academic Conference Travel Grant
2006
Cornell Univeristy
Sage Foundation Graduate Fellowship
Conference Organization
August 2010
North American Econometric Society Summer Meeting
Session Chair
Referee
- Journal of Econometrics
- Journal of Financial Economics
- Review of Derivatives Research
- Finance Research Letters
- International Review of Finance
Professional Affiliation
- Econometric Society
- Western Finance Association
Last update:
March 30, 2012
