Dr Linqi Wang
Lecturer in Financial Mathematics
School of Mathematical Sciences
Queen Mary University of London
Research
Financial Econometrics, Time Series, Forecasting, Quantitative Finance
Interests
Linqi Wang is a Lecturer in Financial Mathematics at the School of Mathematical Sciences. Her 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.
Publications
Publications of specific relevance to the Centre for Probability, Statistics and Data Science
2025
The permanent and temporary effects of stock splits on liquidity in a dynamic semiparametric modelHafner CM Linton OB Wang L
Journal of Business and Economic Statistics,
Taylor & Francis, 1-25.
19-09-2025 2023
Dynamic Autoregressive Liquidity (DArLiQ)Hafner CM Linton OB Wang L
Journal of Business and Economic Statistics,
Taylor & Francis vol. 42 (2), 774-785.
19-09-2023 2022
Asymmetric short-rate model without lower boundVrins F Wang L
Quantitative Finance,
Taylor & Francis vol. 23 (2), 279-295.
21-12-2022 Dynamic portfolio selection with sector-specific regularizationHafner CM Wang L
Econometrics and Statistics,
Elsevier vol. 32, 17-33.
16-01-2022 2021
A dynamic conditional score model for the log correlation matrixHafner CM Wang L
Journal of Econometrics,
Elsevier vol. 237 (2), 105176-105176.
02-10-2021
Research Group
News
May 2025
27 May 2025
We welcome Dr Eleni Matechou and Dr Linqi Wang who are joining the Centre as Reader in Statistics and Lecturer in Financial Mathematics respectively.
