Man Wang


Office: New Building of School of Management

Email: wangman@dhu.edu.cn

research interests: risk management, financial econometrics

INTRODUCTION

Dr. Man Wang is currently an associate professor in Glorious Sun School of Business and Management. Her research interests focus on financial econometrics and risk management. She has hosted research projects sponsored by National Natural Science Foundation of China and Social Science Foundation of Shanghai. Man Wang has published several journal papers in leading journals including Statistica Sinica, The Canadian Journal of Statistics, etc. She teaches Econometrics for undergraduate students which is among the key course projects in Shanghai. She also won the Supervisor of Excellent Thesis of Program of Master of Finance in Shanghai. She is also the reviewer of  Statistica Sinica, Journal of Time Series Analysis, Journal of Forecasting, etc.

Education

  • 2010.09-2013.07  Statistics, The Chinese University of Hong Kong, Ph.D.

  • 2007.09-2010.06  Computational Mathematics, Chinese Academy of Mathematics and Systematic Science, M.S.

  • 2003.09-2007.07  Information and Computational Science, School of Mathematics and Statistics, Central China Normal University, B.S.

Work Experience

  • since 2018.09    Glorious Sun School of Business and Management, Donghua University, Associate Professor

  • 2014.02-2018.08  Glorious Sun School of Business and Management, Donghua University, Assistant Professor

Academic Experience

  • 2018.07-2018.08   The Chineses University of Hong Kong, Department of Statistics, Research Associate

  • 2017.07-2017.08   The Chineses University of Hong Kong, Department of Statistics, Research Associate

  • 2014.07-2014.08   The Chineses University of Hong

Honors and Awards

  • 2020  Supervisor of Excellent Thesis of Program of Master of Finance in Shanghai

  • 2019  Third Prize of Textile Higher Education Achievement Award of China National Textile and Apparel Council

  • 2019  Best teacher in my mind 

  • 2019  Econometrics, key course projects in Shanghai

  • 2019  Supervisor of Excellent Thesis of Program of Bachelor in Donghua University

  • 2017  First Prize of Shanghai Teaching Achievement Award 

  • 2016  Youth Moral Pioneer

  • 2015  Second Prize of Donghua University Teaching Achievement Award

ACADEMIC ACHIEVEMENTS

Journal Papers

  • Chen, K., Chan, N., Wang, M., & Yau, C. (2019). On bartlett correction of empirical likelihood for regularly-spaced spatial data. The Canadian Journal of Statistics, 47: 455-472.

  • Chen, K., & Wang, M. (2019). On empirical likelihood test for predictability. Communications in Statistics-Theory and Methods, 48(10): 2499-2508.

  • Chen, K., & Wang, M. (2017). Local whittle likelihood estimators for lattice processes. Journal of Statistical Planning and inference, 191: 25-42.

  • Wang, M., & Chan, N. (2016). Testing for the equality of integration orders of multiple series. Econometrics, 4: 49.

  • Wang, M., Yau, C., & Chan, N. (2016). Nonlinear error correction model and multiple-threshold cointegration. Statistica Sinica, 26: 1479-1498.

  • Wang, B., Wang, M., & Chan, N. (2015). Residual-based test for fractional Cointegration. Economics Letters, 126: 43-46.

  • Conference Papers and Presentations

  • Wang, M., Zhang, R., & Chan, N. (2019). MOUSM-based test and estimation procedure for multiple changes in panel data, presented at the 13th International Conference on Computational and Financial Econometrics.

  • Wang, M., & Chan, N. (2018). Multiple change points detection in variances of panel data, presented at the 2th International Conference on Econometrics and Statistics.     Wang, M., & Chan, N. (2017). Inference of threshold cointegration model, presented at the 1th International Conference on Econometrics and Statistics.

  • Wang, M., & Chan, N. (2016). Testing of equality of the integration orders of multiple time series, presented at the 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting.

Chapters, Academic Books, and Textbooks

  • Chen, L., Wang, M., & Wang, W. (2018). Statistics, Chine Textile Press.

Teaching and Research Projects

  • 2020-2022  Study of testing, estimation and statistical inference of multiple change points in panel data based on MOSUM method, National Natural Science Foundation of China(71903026), Principal

  • 2017-2019  Dynamic characteristic, comovement and spillover effects of inflations of BRI countries, Social Science Foundation of Shanghai(2017EJB009), Principal

TEACHING COURSES

  • Undergraduate: Econometrics, Insurance

  • Graduate: Applied Multivariate Analysis

SOCIAL SERVICE

Academic and Social Posts

  • Reviewer for Journals including Statistica Sinica, Journal of Time Series Analysis, Journal of Forecasting, Econometrics and et al.

Academic Association Memberships

  • Member of International Chinese Statistical Association (ICSA)