发表论文

1.        Wu, R., Yang, Y.*, Shang, H. and Zhu, H. (2026), Making Distributionally Robust Portfolios Feasible in High Dimension, Journal of Econometrics, forthcoming.

2.        Bi, D., Shang, H., Yang, Y.* and Zhu, H. (2026), AR-sieve Bootstrap for High-Dimensional Time Series, Journal of Statistical Planning and Inference, forthcoming.

3.        Zhu, H., Zhu, Y. and Zhu, J.* (2025), Quantifying Change: The Impact of Digital Financial Inclusion across Income Quantiles in China, China Economic Review, 91, 102399.

4.        He, W., Mei, X.*, Zhong, W. and Zhu, H. (2025), Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability, Journal of Business & Economic Statistics, 43(2), 351-364.

5.     栾稀、 朱浣君、彭雨洁和徐奇渊， 2024，《地缘政治冲击下的主权债务风险：溢出效应和传导渠道》，《金融研究》第 8 期， 1-19（获得人大复印报刊资料经管系列转载，《世界经济导刊》，2025年第5期）。

6.        Mei, X., Peng, B. and Zhu, H.* (2023), Variable Selection in Heterogeneous Panel Data Models with Cross-Sectional Dependence, Australian & New Zealand Journal of Statistics, 65(1), 14-34.

7.        Mei, X., Zhu, H.* and Chen, C. (2022), Mean-Variance Portfolio Selection with Estimation Risk, Applied Economics, 55(13), 1436-1453.

8.        Han, X., Peng, B., Yang, Y. and Zhu, H.* (2021), Shrinkage Estimation of the Varying-Coefficient Model with Continuous and Categorical Covariates, Economics Letters, 202, 109819.

9.        Gao, J.*, Xia, K. and Zhu, H. (2020), Heterogeneous Panel Data Models with Cross-Sectional Dependence, Journal of Econometrics, 219(2), 329-353.

       10.      Zhu, H., Sarafidis, V.* and Silvapulle, M.J. (2020), A New Structural Break Test for Panels with Common Factors, The Econometrics Journal, 23(1), 137-155. 

专著出版

《计量经济学》，洪永淼、周亚虹编著，高等教育出版社， 2026（教育部“101 计划”）。