PhD, Statistics, University of Wisconsin, Madison
MS, 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.
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