معرفی
Dr. Merrick Li is an Assistant Professor in the Department of Economics at the Chinese University of Hong Kong. His research focuses on econometric analysis of financial markets, particularly using high-frequency data to study asset price dynamics.
- Specializes in financial econometrics and market microstructure
- Develops methods for volatility estimation and liquidity measurement
- Active in statistical inference for high-frequency financial data
Recent work includes the ReMeDI framework for microstructure noise analysis and novel statistical inference techniques for high-frequency liquidity and volatility. Publications appear in top journals like Econometrica. Collaborates with Oliver Linton (Cambridge) on high-frequency market dynamics. Research supported by Keyes Fund projects.
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