Dr Ruijun Bu (B.Eng, M.Sc, Ph.D)
Reader in Econometrics Economics
- +44 (0)151 795 3122
- Work email Ruijunbu@liverpool.ac.uk
- Personal Websitehttps://scholar.google.com/citations?hl=en&user=4q4kWKMAAAAJ&view_op=list_works&sortby=pubdate
Research
Research Interests
Financial Economics
Financial Econometrics
Time Series Analysis
Quantitative Finance
Continuous Time Stochastic Analysis
Research Group Membership
Research Grants
Dissecting Systemic Risks in Large Economic Sectors: A Semiparametric Big Data Approach
BRITISH ACADEMY (UK)
March 2022 - March 2024
Modelling Interest Rate Dynamics: A Flexible and Efficient Nonparametric Likelihood Approach
ECONOMIC AND SOCIAL RESEARCH COUNCIL
July 2012 - June 2014
A new approach for modelling multivariate interest rates with applications to UK and US markets
BRITISH ACADEMY (UK)
January 2010 - December 2010
A Pilot Study for Flexible and Efficient Modelling of a General Class of Short Term Interest Rate Dynamics
BRITISH ACADEMY (UK)
April 2014 - September 2015
Research Collaborations
Prof. Degui Li
External: University of York
Nonparametric Large Dimensional Statistics
Prof. Dennis Kristensen
External: University College London
Identification and Estimation of Diffusion Copulas
Prof. Jihyun Kim
External: Toulouse School of Economics
Nonparametric Diffusion Estimation
Prof. Fredj Jawadi
External: University of Lille
Multi-Factor Transformed Diffusion Models
Prof. Abderrahim Taamouti
External: Durham University
Semiparametric Conditional Independence Tests
Prof. Xiaojun Song
External: Peking University
Semiparametric Conditional Independence Tests
Dr. Bin Wang
External: Harbin Institute of Technology
Nonparametric Diffusion Estimation
Prof. Zhiyuan Pan
External: Southwestern University of Finance and Economics
Volatility Forecasing
Dr. Jie Cheng
External: Keele University
Regime Switching Models