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The Cambridge-INET Institute - continuing as the Janeway Institute


Dr Yingying Li


Research Interests: Financial econometrics, Financial risk management high-frequency data, Volatility estimation and market microstructure, Statistical inference for stochastic processes, Asymptotic statistics

Visiting between: (Wednesday 12th September 2018 - Thursday 13th September 2018)

Host: Oliver Linton

Personal website:

Theme: empirical