Linqi Wang
Janeway Institute Postdoctoral Research Fellow
Room number
JI Research Theme
Research Interests

Financial Econometrics, Time Series, Forecasting, Empirical Finance


Linqi’s research revolves around the development of new modelling approaches to better capture the key features of financial market data. In particular, she focuses on the measurement and estimation of volatility, correlation, and liquidity with applications to portfolio allocation, risk management, and asset pricing. She obtained her PhD in Statistics and Econometrics from the Université catholique de Louvain.