Christina Dan Wang is Assistant Professor of Finance, NYU Shanghai; Global Network Assistant Professor, NYU. Prior to joining NYU Shanghai, Wang was an Assistant Professor in the Department of Statistics at Columbia University and a Postdoctoral Researcher in the Operations Research and Financial Engineering department and at the Bendheim Center for Finance at Princeton University.
Select Publications
- Christina Dan Wang, and Per A.Mykland, “The Estimation of Leverage Effect with High Frequency Data”, Journal of the American Statistical Association, Volume 109, Issue 505, January 2014
- Yacine A ̈ıt-Sahalia, Jianqing Fan, Christina Dan Wang, and Xiye Yang, “The Estimation of Leverage Effects in Jump Processes”, Journal of the American Statistical Association. Volume 112, Issue 520, Page 1744-1758, 2017
Education
- PhD, Statistics
University of Chicago
Research Interests
- Financial Econometrics
- High Frequency Analysis
- Microstructure Noise
- Asset Pricing
- Risk Management
Courses Taught
- Statistics for Business and Economics