Current Position: Faculty & Staff > Full-time Faculty > Content

Chenxing Li

Time:2021-06-24 Clicks:

Chenxing joined the Center in 2020. He earned a PhD in finance from DeGroote School of Business, McMaster University, Canada. He also earned a Master of Finance from Saint Mary’s University, Canada, a Bachelor of Economics in statistics and a Bachelor of Law (minor) from Xiamen University, China. His research mainly focuses on financial econometrics, time series analysis and Bayesian econometrics, especially volatility models, mixture models (including jump models, hidden Markov models, etc.), and Bayesian nonparametric/semiparametric models, with application of modelling and forecasting the returns of equities, foreign exchanges, and commodities, etc. He has presented his work multiple times on the top conferences in the area, such as NBER-NSF Seminar in Bayesian Inference in Econometrics and Statistics (SBIES), European Seminar on Bayesian Econometrics (ESOBE), RCEA Bayesian Workshop, International Conference on Computational and Financial Econometrics.