教研人員
王曉虎
Prof. WANG Xiaohu
助理教授
電話: (852) 3943-8005
電郵: xiaohu.wang@cuhk.edu.hk
辦公室地址: Room 907, Esther Lee Building
個人主頁: https://sites.google.com/site/frankxiaohuwang/
學歷

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

研究領域

計量經濟學理論
金融計量經濟學
時間序列分析

個人簡介

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.

研究

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.

任教科目

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