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Tao Wang,
Associate Professor
Primary Email Address:
Personal Website - Course Websites listed Below
Phone 997-5445
Office Location: PH 300-D
Schools Attended:
Ph.D., Johns Hopkins University, 2000
Research Interests: Financial Economics, Financial Econometrics, International Finance and Macroeconomics
Publications
Journal Articles: |
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"Realized Volatility in the Futures Markets," with Dimitrios Thomakos, Journal of Empirical Finance, 10(3), 2003. |
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Submitted Works: |
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Opening Effects, News Effects and the Intra-day Covariance Structure of the Futures Return |
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Work in Progress: |
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| Testing for Gaussianity in Fractional Noise (with Dimitrios Thomakos and Luc Wille) to be finished by December 2002. |
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Courses I Teach/Have Taught:
Maintenance (faculty login required)
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300A Powdermaker Hall, 65-30 Kissena Blvd., Flushing, New York 11367 Phone: 718-997-5440 Fax: 718-997-5466 Please send Website Comments/Suggestions to: |
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