王晓虎职称：副教授
所在系所：国际金融系
专业方向 : 金融计量/资产定价
联系电话 :
电子邮箱 : wang_xh@fudan.edu.cn

个人简介： 中文
English
王晓虎，复旦大学经济学院国际金融系副教授。2012年获得新加坡管理大学经济学博士学位。研究领域为金融计量和资产定价。在《Journal of Econometrics》、《Economics Letters》、《Econometrics》等学术期刊上发表多篇论文。
发表论文：
1. PHILLPIS, P.C.B.,WANG XH., ZHANG, YH. "HAR Testing for Spurious Regression in Trend"
Econometrics,2019, 7, 50
2. JIANG, L.,WANG XH., YU, J. “New Distribution Theory for the Estimation of Structural Break Point in Mean”Journal of Econometrics, 2018, 205, 156 – 176
3.WANG XH., YU, J. “Double Asymptotics for Explosive Continuous Time Models”
Journal of Econometrics, 2016, 193, 35 – 53
4.WANG XH.,YU, J. “Limit Theory for an Explosive Autoregressive Process”
Economics Letters, 2015, 126, 176 – 180
5.WANG XH., PHILLPIS, P.C.B., YU, J. “Bias in Estimating Multivariate and Univariate Diffusions”
Journal of Econometrics, 2011,161, 228-245


工作论文：
1.“Estimating the Persistency Matrix of Multivariate Diffusion Processes”
Revision and Resubmission invited byEconometric Theory
2.“Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data”
Revision and Resubmission invited byJournal of Econometrics(with Weilin Xiao and Jun Yu)
3.“In-fill Asymptotic Theory for Structural Break Point in Autoregression”
Revision and Resubmission invited byEconometric Reviews(with Liang Jiang and Jun Yu)
4.“Bubble Testing under Deterministic Trends”(with Jun Yu)