Publications: DR Linqi Wang
Hafner CM, Linton OB, Wang L
(
2025
)
.
The permanent and temporary effects of stock splits on liquidity in a dynamic semiparametric model
.
Journal of Business and Economic Statistics1
-
25
.
Hafner CM, Linton OB, Wang L
(
2023
)
.
Dynamic Autoregressive Liquidity (DArLiQ)
.
Journal of Business and Economic Statistics
vol.
42
,
(
2
)
774
-
785
.
Vrins F, Wang L
(
2022
)
.
Asymmetric short-rate model without lower bound
.
Quantitative Finance
vol.
23
,
(
2
)
279
-
295
.
Hafner CM, Wang L
(
2022
)
.
Dynamic portfolio selection with sector-specific regularization
.
Econometrics and Statistics
vol.
32
,
17
-
33
.
Hafner CM, Wang L
(
2021
)
.
A dynamic conditional score model for the log correlation matrix
.
Journal of Econometrics
vol.
237
,
(
2
)
105176
-
105176
.