Assistant Professor of Finance, NYU Shanghai; Global Network Assistant Professor, NYU
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.
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