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)