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Christina Dan Wang

Fudan University (from arXiv:2505.08654, 2025) · ORCID · OpenAlex

9 papers in scope · 7 published · 1 on the econ.EM arXiv · 141 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Carsten Chong
  2. Viktor Todorov
  3. Giacomo Toscano
  4. Stefano Marmi
  5. Giulia Livieri
  6. Maria Elvira Mancino
  7. Ilze Kalnina
  8. Zhao Chen
  9. Kokouvi Tewou
  10. Qiang Liu
  11. Zhi Liu
  12. Simona Sanfelici
  13. Zhou Wang
  14. Jun Yu
  15. Tetsuya Takabatake
  16. Chen Zhang
  17. Yang Zu
  18. José E. Figueroa-López
  19. H. Peter Boswijk
  20. Bei Wu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 9)

Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise
working paper2025 · arXiv
with Ziyang Xiong, Zhao Chen
Paper profile arXiv arXiv:2505.08654
An Efficient Multi-scale Leverage Effect Estimator under Dependent Microstructure Noise
working paper2025 · arXiv
with Ziyang Xiong, Zhao Chen
Paper profile arXiv arXiv:2505.08654
Nearest-Neighbor Sampling Based Conditional Independence Testing
published2023 · Proceedings of the AAAI Conference on Artificial Intelligence · 1 citations
with Shuai Li, Ziqi Chen, Hongtu Zhu, Wang Wen
Proceedings of the AAAI Conference on Artificial Intelligence
Feature-splitting algorithms for ultrahigh dimensional quantile regression
published2023 · Journal of Econometrics · 13 citations
with Jiawei Wen, Songshan Yang, Yifan Jiang, Runze Li
Journal of Econometrics
Asset selection based on high frequency Sharpe ratio
published2020 · Journal of Econometrics · 20 citations
with Chen Zhao, Yimin Lian, Chen Min
Journal of Econometrics
Ultrahigh dimensional precision matrix estimation via refitted cross validation
published2019 · Journal of Econometrics · 17 citations
with Luheng Wang, Zhao Chen, Runze Li
Journal of Econometrics
Nonlinear Least Squares Estimation of Log-ACD Models
published2018 · Acta Mathematicae Applicatae Sinica English Series · 2 citations
with Zhao Chen, Wei Liu, Wu-qing Wu, Yao-hua Wu
Acta Mathematicae Applicatae Sinica English Series
Composite quantile regression for GARCH models using high-frequency data
published2016 · Econometrics and Statistics · 16 citations
with Meng Wang, Zhao Chen
Econometrics and Statistics
Estimation of the Continuous and Discontinuous Leverage Effects
published2016 · Journal of the American Statistical Association · 72 citations · first circulated 2013
with Yacine Aït-Sahalia, Jianqing Fan, Roger J. A. Laeven, Xiye Yang, D. Christina
Journal of the American Statistical Association

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.