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The University of Southampton
EconomicsPart of Economic, Social and Political Science

Dr Chi Wan Cheang PhD, MSc

Research Fellow

Dr Chi Wan Cheang's photo

Chi Wan Cheang is a postdoctoral research fellow within the Department of Economics at the University of Southampton.


Chi Wan obtained her PhD degree in Economics from the University of Southampton in 2018. During July 2017-September 2018, she held a research position at the Centre for Risk Research for working on a research project about option-implied volatility for asset allocation. In June 2018, she awarded a ESRC Postdoctoral research fellowship grant for the project ‘Long memory and nonlinearity in macroeconomic and financial time series’ with her mentor Prof. Jean-Yves Pitarakis. Her recent working paper discusses the coexistence of long memory and nonlinearity in cointegrating time series, and the application to volatility investment.  



Research interests

Time series modelling and estimation, especially in long memory and nonlinear time series; econometric applications in macroeconomic and financial data; volatility modelling and the related financial applications

Research Projects:
Awarded ESRC Postdoctoral Research Fellowship Grant for the project: Long memory and nonlinearity in macroeconomic and financial time series.

Teaching Assistant (2016/17):
ECON1001 – Foundations of Microeconomics
ECON2007 – Econometrics II

Instructor (2018/19):
ECON6041 – Time Series Econometrics (pending)


Dr Chi Wan Cheang
Economics, University of Southampton, Southampton, SO17 1BJ United Kingdom

Room Number: 58/3045

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