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The Cambridge-INET Institute - continuing as the Janeway Institute


Linqi Wang

(PhD student in Financial Econometrics and Quantitative Finance at Université catholique de Louvain)

Research Interests: Linqi's research projects revolve around the modelling of dynamic volatility and correlation with applications to portfolio allocation and risk management

Visiting between: (Friday 1st October 2021 - Monday 28th March 2022)

Host: Oliver Linton and Janeway Institute


Theme: empirical