Additional Contact Information
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.
Qualifications
- PhD: Financial Econometrics
Cardiff University, 2020
Research Interests
Evans, K., Gilder, D. and Liao, K., 2025. Good and bad volatility estimation for drift diffusion process. Paper presented at the 2025 World Congress of the Econometric Society (ESWC 2025), Seoul, Korea, 18鈥�22 August.
Liao, K., Evans, K. and Gilder, D., 2023. The refinement of signed jumps for drift bias and its implications to volatility prediction. Paper presented at the 15th Annual Society for Financial Econometrics Conference, Sungkyunkwan University, Seoul, Korea, 15鈥�18 June.