Yifan Li
C3
Accounting and Finance
Lancaster University Management School
Lancaster University
Lancaster, LA1 4YX
E-mail: y.li26@lancaster.ac.uk
Direct phone: +44 7707 013401
Research Interests
My research interests are in high frequency financial econometrics, volatility modelling and market microstructure.
Current Research
Volatility estimation and forecasting with Autoregressive Conditional Intensity (ACI) model with the inclusion of market microstructure covariates.
Regime-switching ACI model with Bayesian estimation techniques.
Supervisors
Dr. Ingmar Nolte, Lancaster University
Dr. Sandra Nolte, Lancaster University
Academic Career
| 2014-present | PhD in Finance, Lancaster University |
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| 2013-2014 | MRes Finance (Distinction), Lancaster University |
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| 2009-2013 | B.A. (Hons) in Finance, Accounting and Management (2:1), University of Nottingham, Ningbo Campus, |
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Honors and Awards
Chancellor's Medal 2014, Lancaster University
Best Overall Performance on the MRes programme 2013/2014, LUMS
Research Grants
LUMS Conference Grant Scheme, 2015.
LUMS Doctoral Studentship, 2015-2018
Activities
Participation in the1st Konstanz-Lancaster Financial Econometrics Workshop, 2014.
Participation in the 2nd Konstanz-Lancaster Financial Econometrics Workshop, 2015.
Participation in the 2nd Annual Conference of International Association of Applied Econometrics.
Participation in the 7th International Conference of International Finance and Banking Society
