Photo of Dr Yuyi Li

Dr Yuyi Li BSc, MSc, PhD

Lecturer in Economics Economics

    Research

    Econometrics theory and applications

    Generalised empirical likelihood, GMM, structural stability testing, financial econometrics, diffusion modelling

    Ruijun Bu, Fredj Jawadi & Yuyi Li (2016) Nonlinear transformed diffusion models for S&P500 Volatility Index and VIX Futures, working paper
    Ruijun Bu & Yuyi Li (2015) A Nonlinear Transformed Diffusion Model for Market Volatility and VIX Derivatives, working paper

    Research Group Membership