Research Interests
Financial Econometrics, Time Series, Forecasting, Empirical Finance
Recent Publications
Published Papers
Hafner, C. M., Linton, O. B. and Wang, L. Dynamic Autoregressive Liquidity (DArLiQ), Journal of Business & Economic Statistics (2023) pp. 1-12Vrins, F. and Wang, L. Asymmetric Short-Rate Model without Lower Bound, Quantitative Finance, forthcoming (2023)