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Kefu Liao

Kefu Liao

Graduate Tutor

School of Geography and Planning

Email
LiaoK2@cardiff.ac.uk

Overview

Kefu Liao is a PhD candidate in Financial Econometrics at Cardiff Business School. He holds MSc in Financial Economics (distinction) and MSc in Social Science Research Methods (distinction) from Cardiff University. His research interests are Financial Econometrics, especially in the time series volatility modelling and forecasting. He obtained an associate fellowship status under the UK Higher Education Academy in 2022.

Research

Conference papers

Liao, K, Evans, K.P., and Gilder, D., 2023. The refinement of signed jumps for drift bias and its implications for volatility prediction. Asian Meeting of the Econometric Society, Nanyang Technological University, Singapore, July 2023

Liao, K, Evans, K.P., and Gilder, D., 2023. The refinement of signed jumps for drift bias and its implications for volatility prediction. Fifteenth Annual SoFiE (The Society for Financial Econometrics) Conference, Sungkyunkwan University, Seoul, June 2023

Liao, K, Evans, K.P., and Gilder, D., 2023. Forecasting volatility using drift burst information. Financial Econometrics Conference, Lancaster University, March 2023, <http://wp.lancs.ac.uk/finec2023/files/2023/01/FEC-2023-047-Kefu-Liao.pdf>

Liao, K, Evans, K.P., and Gilder, D., 2023. The role of jumps in anticipating volatility. British Accounting & Finance Association Annual Conference, the University of sheffield, April 2023

Liao, K, Evans, K.P., and Gilder, D., 2023. The role of jumps in anticipating volatility. European Financial Management Association Annual Conference, Cardiff University, June 2023

Liao, K, Evans, K.P., and Gilder, D., 2023. Empirical evidence of stock codrifts and its implications to market variance prediction. Cardiff Fintech conference 2023, Cardiff University, November 2023

Liao, K, Evans, K.P., and Gilder, D., 2023. Co-drift bursts. Accounting & Finance Seminar 2023, Cardiff University, November 2023

 

Teaching

BS1501 Applied Stats and Maths in ECON and Business (Tutorial) (Undergraduate, year 1)

BS3577 Corporate Finance and Strategy (Tutorial) (Undergraduate, year 3)

CP0255 Developing Research Methods II (Tutorial) (Undergraduate, year 2)

CP0273 Developing Research Methods II (Tutorial) (Undergraduate, year 2)

BS2508: Corporate Financial Management (Tutorial) (Undergraduate, year 2)