研究方向 :  计量经济学、统计金融与大数据金融、数理金融与金融风险管理（博士招生方向）

个人简介：

复旦大学经济学院国际金融系副教授。2012年获得新加坡管理大学经济学博士学位。2013/08-2020/07曾在香港中文大学经济系工作，任职助理教授。主要研究领域为金融计量和实证资产定价。学术论文发表在Journal of Econometrics，Econometrics Journal, Econometric Reviews, Journal of International Money and Finance,Advances in Econometrics,Economics Letters,Econometrics,等学术期刊上。

发表论文：

1.WANG, XH.,XIAO, WL., YU, J.“Modelling and Forecasting Realized Volatility with the Fractional Ornstein-Uhlenbeck Process”Journal of Econometrics, forthcoming

2.WANG, XH., YU, J. “Bubble Testing under Polynomial Trends”Econometrics Journal, forthcoming

3.WANG, XH.,XIAO WL., YU, J.“Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises”Advances in Econometrics, forthcoming

4.GAO X., HU YC., WANG, HH.,WANG, XH., “Brexit and Global Fund Capital Reallocation”

Journal of International Money and Finance, 2022, Volume 125

5.JIANG, L.,WANG, XH., YU, J.“In-fill Asymptotic Theory for Structural Break Point in Autoregressions”Econometric Reviews, 2021, 40, 359-386

6. PHILLIPS, P.C.B.,WANG, XH., ZHANG, YH.“HAR Testing for Spurious Regression in Trend”

Econometrics, 2019, 7, 50

7. JIANG, L.,WANG XH., YU, J. “New Distribution Theory for the Estimation of Structural Break Point in Mean”Journal of Econometrics, 2018, 205, 156 – 176

8.WANG, XH.,YU, J.“Double Asymptotics for Explosive Continuous Time Models”

Journal of Econometrics, 2016, 193, 35 – 53

9.WANG, XH.,YU, J.“Limit Theory for an Explosive Autoregressive Process”

Economics Letters, 2015, 126, 176 – 180

10.WANG, XH.,PHILLIPS, P.C.B., YU, J.“Bias in Estimating Multivariate and Univariate Diffusions”

Journal of Econometrics, 2011,161, 228-245

工作论文：

1.WANG, XH.“Estimating the Persistency Matrix of Multivariate Diffusion Processes”

Revision and Resubmission invited by Econometric Theory

2.WANG, XH.,YU, J.“Latent Local-to-Unity Models”

3. QIU, Y.,WANG, XH., XIE, T., YU, J., “Modeling and Forecasting Realized Volatility of Cryptocurrency”