赵晓璐 副教授
经济金融教研室



教育背景
本科:香港岭南大学,会计学(主修)与金融学(辅修)
硕士:英国兰卡斯特大学,金融学
博士:英国兰卡斯特大学,金融计量学

科研成果或研究方向

研究方向:
金融计量学,资产定价,高频与超高频数据,金融市场微观结构

期刊与专著:

1.    Seok Young Hong, Ingmar Nolte, Stephen Taylor, and Xiaolu Zhao (2016). Volatility estimation and forecasts based on price durations. Society of Financial Econometrics 2016 Conference paper. Submitted.
2.    Xiaolu Zhao, Ingmar Nolte, and Stephen Taylor (2017). High-frequency covariance matrix estimators using price durations. Econometric Society 2019 Asian Meeting paper. Submitted.
3.    Seok Young Hong, Oliver Linton, and Xiaolu Zhao (2018). First passage time covariance matrix estimators. Cambridge University Working Paper.
4.    Oliver Linton and Xiaolu Zhao (2018). Empirical likelihood estimation of value-at-risk and expected shortfall. Cambridge University Working Paper.
5.    Oliver Linton, Haihan Tang, and Xiaolu Zhao (2019). Forecasting global equity returns. Cambridge University Working Paper.

6.    Seok Young Hong, Oliver Linton, and Xiaolu Zhao (2020). Separate noise and jumps: a price duration approach. CFE-CMStatistics 2020 Conference paper. Submitted.

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