Dr Yingying Li
(HKUST)
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: http://www.bm.ust.hk/isom/faculty-and-staff/directory/yyli