Concepedia

Author

Christina Dan Wang

New York University ShanghaiORCID

Also Known As

Christina Dan Wang, Dan Christina Wang, Wang, Christina Dan, Yang, Hongyang

28

Publications

186

Citations

8

H-Index

23

Concepts

All Affiliations

New York University ShanghaiColumbia UniversityPennsylvania State UniversityFudan UniversityUniversity of Science and Technology of China
CD

About

Christina Dan Wang is an author at New York University Shanghai specializing in statistics, data science, and engineering.

Top Concepts

#ConceptH-IndexPublicationsCitations

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Engineering

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Data Science

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44

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Management

1

1

19

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Finance

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Systems Engineering

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Christina Dan Wang

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7

Publications

160

Citations

7

H-Index

YearCitations

Estimation of the Continuous and Discontinuous Leverage Effects

Yacine Aı̈t-Sahalia, Jianqing Fan, Roger J. A. Laeven,

Journal of the American Statistical Association

2016

68

Asset selection based on high frequency Sharpe ratio

Christina Dan Wang, Chen Zhao, Yimin Lian,

Journal of Econometrics

2020

19

Inverse energy model development via high-dimensional data analysis and sub-metering priority in building data monitoring

Zhao Chen, James D. Freihaut, Bo Lin,

Energy and Buildings

2018

18

Composite quantile regression for GARCH models using high-frequency data

Meng Wang, Zhao Chen, Christina Dan Wang

Econometrics and Statistics

2016

16

Ultrahigh dimensional precision matrix estimation via refitted cross validation

Luheng Wang, Zhao Chen, Christina Dan Wang,

Journal of Econometrics

2019

16

The Estimation of Leverage Effect with High Frequency Data

Christina Dan Wang, Per A. Mykland

SSRN Electronic Journal

2011

13

Feature-splitting algorithms for ultrahigh dimensional quantile regression

Jiawei Wen, Songshan Yang, Christina Dan Wang,

Journal of Econometrics

2023

10

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