Photo of Dr Ruijun Bu

Dr Ruijun Bu (B.Eng, M.Sc, Ph.D)

Reader in Econometrics Economics


Personal Statement

Dr. Ruijun Bu is a Reader 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. He was a Visiting Research Fellow of the Bendheim Center for Finance at the Princeton University in 2010. He is the current Director of Research of the Economics Group at ULMS, and from 2012 to 2021 he was Founder and Director 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, Journal of Empirical Finance, Quantitative Finance, Economic Modelling, Studies in Nonlinear Dynamics and Econometrics, Journal of International Financial Markets, Institutions and Money, International Journal of Finance and Economics, Energy Economics, etc.

Other Personal Distinctions

  • Keynote Presentation at Shanghai Econometrics Workshop (Shanghai University of Finance and Economics, 2014)
  • Visiting Research Fellow (University College London, 2014)
  • Visiting Research Fellow (Princeton University, 2010)
  • Visiting Scholar (European Science Foundation, 2008)