Dr. Ruijun Bu is a Senior Lecturer in Econometrics at The University of Liverpool Management School (ULMS). He has a Bachelor degree in Engineering, a Master degree in Finance and a Ph.D in Economics and Finance. Dr. Bu’s research interests are in the areas of financial economics and econometrics, quantitative finance, and time series analysis. He is particularly interested in non- and semi-parametric methods for modelling nonlinear continuous-time stochastic processes with applications to financial forecasting and derivatives pricing. In 2010, Dr. Bu was a Visiting Research Fellow of the Bendheim Center for Finance at the Princeton University in 2010, and he is the current group leader of the Econometrics and Business Statistics research cluster at ULMS. Dr. Bu has held research grants from British Academy, Leverhulme Trust, ESRC and European Science Foundation, and his publications appear in Journal of Financial Econometrics, International Journal of Forecasting, Journal of Time Series Analysis, Econometrics Journal, Econometric Reviews, Studies in Nonlinear Dynamics and Econometrics, Economic Modelling, Journal of International Financial Markets, Institutions and Money, etc.
- Keynote Presentation at Shanghai Econometrics Workshop (Shanghai University of Finance and Economics 2014)
- Visiting Fellow (University College London 2014)
- Visiting Fellow (Princeton University 2010)
- Visiting Scholar (European Science Foundation 2008)
- Econometrics and Business Statistics Research Cluster Coodinator
- Economics Seminar Coordinator