Dr Yuyi Li BSc, MSc, PhD
Lecturer in Economics Economics
- +44 (0)151 794 9865
- Work email Yuyi.Li@liverpool.ac.uk
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