Research output per year
Research output per year
Personal profile
Contact Info
Econometrics Researcher & Data Analyst. World leading academic research and extensive industrial practice of asset/derivative pricing, volatility forecasting, and risk management. Passionate about leveraging econometric theory to drive innovation in financial modelling.
Education/Academic qualification
Postgraduate, PhD, Financial Econometrics, Cardiff University
Award Date: 27 Mar 2025
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Dive into the research topics where Kefu Liao is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Drift bursts, volatility forecasting, and the variance risk premium
Evans, K., Gilder, D. & Liao, K., 2025.Research output: Contribution to conference › Paper › peer-review
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Forecasting Credit Spreads with Realized Jumps: Evidence from Cross-Frequency Procedures
Liao, K., 2025, (Submitted) In: Economics Letters.Research output: Contribution to journal › Article
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Good and bad volatility estimation for drift diffusion process
Evans, K., Gilder, D. & Liao, K., 2025.Research output: Contribution to conference › Paper › peer-review
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The refinement of signed jumps for drift bias and its implication to volatility prediction
Evans, K., Gilder, D. & Liao, K., 2023.Research output: Contribution to conference › Paper › peer-review
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The role of jumps in anticipating volatility
Evans, K., Gilder, D. & Liao, K., 2022.Research output: Contribution to conference › Paper › peer-review