Jia Li
Professor of Economics
Professor Li's research focuses on nonparametric estimation and inference of financial risk factors, such as volatility and jumps, based on high frequency financial data. Such data exhibit a microscopic view of asset price behaviors, but also raise new challenges for econometricians. He is currently working on a project for detecting jumps from the perspective of hedging derivative securities, as well as methods for robust estimation and inference of asset price jumps.
Current Appointments & Affiliations
- Professor of Economics, Economics, Trinity College of Arts & Sciences 2020
Contact Information
- 228G Social Sciences, Box 90097, Durham, NC 27708-0097
- Box 90097, Durham, NC 27708
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jia.li2@duke.edu
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Personal Website
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