PhD, Statistics, University of Wisconsin, Madison
MSc, Financial Mathematics, Hong Kong University of Science and Technology
BBA, Financial Engineering, Chinese University of Hong Kong
Time Series Analysis
Xin Zhang, Donggyu Kim and Yazhen Wang (2016), Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets.
Econometrics 2016, 4, 34. DOI
Yazhen Wang and Xin Zhang (2013), Heterogenous Autoregressive Realized Volatility Model,
In State-Space Models and Applications in Economics and Finance (eds. Wu and Zeng), Chapter 14, pp. 311-320, Springer.
Fun in Madison
Daily Scoop Ice Cream
Red Bike Project
Community Music Lessons
Recreational Sports Program
Wisconsin State Parks
Allen Centennial Gardens