Prof. Qiyuan LI
Economics
Assistant Professor
3910 3305
KK 918
Academic & Professional Qualification
- Ph.D., Singapore Management University
- M.S., B.A., Capital University of Economics and Business
Biography
Prof. Qiyuan Li joined the HKU Business School in 2024 as an Assistant Professor. His research interests are in econometric theory. Currently, his research primarily focuses on financial econometrics with high-frequency data. He has published papers in Quantitative Economics, Journal of Econometrics, and Oxford Bulletin of Economics and Statistics, etc.
Research Interest
- Econometric Theory
- Financial Econometrics
Selected Publications
- Permutation‐based Tests for Discontinuities in Event Studies (with Federico Bugni and Jia Li) Quantitative Economics, 14(1), 2023, 37-70.
- Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots (with Ye Chen and Jian Li) Oxford Bulletin of Economics and Statistics, 85(1), 2023, 910-937.
- Optimal Nonparametric Range-Based Volatility Estimation (with Tim Bollerslev and Jia Li) Journal of Econometrics, 238(1), 2024, 105548.