Rong Chen

Professor of Statistics
Rutgers University

Director
Master in Financial Statistics and Risk Management Program
Rutgers University

Office: 580 Hill Center
Hours: Thursday 3:00 - 5:00 or by appointment.

Phone: (848)-445-7690
FAX: (732)-445-3428.
E-mail: rongchen at stat dot rutgers dot edu
Address: Department of Statistics, School of Arts and Sciences ,
Rutgers University , Hill Center, Busch Campus, 110 Frellinghuysen Road, Piscataway, NJ 08854-8019, USA.

Research Interests

Nonlinear and Multivariate Time Series Analysis
Monte Carlo Methods, Statistical Computing and Bayesian Analysis
Statistical Applicatons in Science, Engineering and Business.

Curriculum Vita

Vita

Publications

Publication List

Teaching

FSRM 563: Regression Analysis in Finance [Course syllabus is here] .
FSRM 565: Financial Time Series Analysis. Spring 2013 (Monday 6:40pm - 9:30pm) [Course syllabus is here] .
Stat 960:690:2: Special Topics: Topics in Time Series and Risk Management [Course syllabus is here] .
Special Topics: Monte Carlo Methods in Science, Engineering and Business. [Course syllabus is here] .