Faculty
王曉虎
Prof. WANG Xiaohu
Assistant Professor
Tel: (852) 3943-8005
Email: xiaohu.wang@cuhk.edu.hk
Office Location: Room 907, Esther Lee Building
Home Page: https://sites.google.com/site/frankxiaohuwang/
Education

BA, BSc (Wuhan University)
MA (Xiamen University)
Ph.D. (Singapore Management University)

Research Interest

Econometric Theory
Financial Econometrics
Time Series Analysis

Biography

Professor Wang joined The Chinese University of Hong Kong in 2013 as an Assistant Professor in Economics. He received his Ph.D. degree at Singapore Management University. His main research interests are in econometric theory and financial econometrics. His current research focuses on the estimation and inference of continuous diffusions with discrete-time observations, and of non-stationary discrete-time processes. Some of his recent works have been published in the Journal of Econometrics and Economic Letters.

Research

Publications

  • Wang, X., Yu, J., 2016. "Double Asymptotics for Explosive Continuous Time Models". Journal of Econometrics 193, 35-53.
  • Wang, X., Yu, J., 2015. "Limit Theory for an Explosive Autoregressive Process". Economics Letters 126, 176-180.
  • Wang, X., Phillips, P.C.B., Yu, J., 2011. "Bias in Estimating Multivariate and Univariate Diffusions". Journal of Econometrics 161, 228-245.

Selected Working Papers

  • Jiang, L., Wang, X., Yu, J. "New Distribution Theory for the Estimation of Structural Break Point in Mean". Conditionally accepted at the Journal of Econometrics.

Courses Taught

2017-2018:
1st Term
ECON4120: APPLIED FORECASTING METHODS
2nd Term
ECON5420B: FINANCIAL ECONOMICS
ECON5420C: FINANCIAL ECONOMICS