王晓虎，复旦大学经济学院，教授，博士生导师。主要研究方向为金融计量学和实证资产定价。研究成果发表在 Journal of Econometrics，Econometrics Journal, Econometric Reviews, Journal of International Money and Finance, Quantitative Finance, Advances in Econometrics, Economics Letters, Econometrics 等国际权威期刊上。主持国家自然科学基金优青（海外）项目，上海市曙光学者、上海市浦江人才等项目。担任《世界经济文汇》编辑。
发表论文：
1. WANG, X., YU, J., ZHANG CH. “On the Optimal Forecast with the Fractional Brownian Motion” Quantitative Finance, 2024, Vol. 24, No. 2, 337–346.
2. WANG, X., XIAO, W., YU, J. “Modelling and Forecasting Realized Volatility with the Fractional Ornstein-Uhlenbeck Process” Journal of Econometrics, 2023, 232, 389-415.
3. WANG, X., YU, J. “Bubble Testing under Polynomial Trends” Econometrics Journal, 2023, 26, 25-44.
4. WANG, X., YU, J. “Latent Local-to-Unity Models” Econometri Reviews , 2023, 42(7), 586-611.
5. WANG, X., XIAO W., YU, J. “Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises” Advances in Econometrics, 2023, 45A, 73-95.
6. GAO X., HU Y., WANG, H., WANG, X., “Brexit and Global Fund Capital Reallocation” Journal of International Money and Finance, 2022, Volume 125.
7. JIANG, L., WANG, X., YU, J. “In-fill Asymptotic Theory for Structural Break Point in Autoregression” Econometric Reviews, 2021, 40, 359-386
8. PHILLIPS, P.C.B., WANG, X., ZHANG, YH. “HAR Testing for Spurious Regression in Trend” Econometrics, 2019, 7, 50
9. JIANG, L., WANG X., YU, J. "New Distribution Theory for the Estimation of Structural Break Point in Mean" Journal of Econometrics, 2018, 205, 156-176
10. WANG, X., YU, J. “Double Asymptotics for Explosive Continuous Time Models” Journal of Econometrics,2016, 193, 35-53
11. WANG, X., YU, J. “Limit Theory for an Explosive Autoregressive Process” Economics Letters, 2015, 126, 176-180
12. WANG, X., PHILLIPS, P.C.B., YU, J. “Bias in Estimating Multivariate and Univariate Diffusions” Journal of Econometrics, 2011, 161, 228-245
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