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 time series models and continuous-time stochastic processes with macroeconomic and financial applications. 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 coordinator of the Econometrics and Big Data research cluster at ULMS. Dr. Bu has held research grants from ESRC, British Academy, Leverhulme Trust, Nuffield Foundation, and European Science Foundation, and his publications appear in Journal of Econometrics, European Journal of Operational Research, Journal of Financial Econometrics, Econometrics Journal, Econometric Reviews, Journal of Time Series Analysis, International Journal of Forecasting, Quantitative Finance, Economic Modelling, Studies in Nonlinear Dynamics and Econometrics, Journal of International Financial Markets, Institutions and Money, etc.