معرفی
Ye Lu is a Senior Lecturer in the School of Economics at the University of Sydney. She holds a PhD in Economics from Indiana University Bloomington (2017). Her research focuses on econometric theory with applications to time series analysis, financial econometrics, and large-dimensional data. Key interests include continuous time modelling with high-frequency data, nonlinear factor models, and econometric methods for event-driven data.
- Education: PhD in Economics, Indiana University Bloomington (2017)
Research emphasizes developing robust methodologies for data-rich environments, addressing challenges in traditional econometric approaches. Recent work includes bootstrap inference for Hawkes processes and zero-inflated GARX models for energy price spikes. Teaching responsibilities include courses like ECMT1020 (Introduction to Econometrics) and ECOS3904 (Applied Macroeconometrics).
Her publications appear in top journals such as Journal of Econometrics and Energy Economics.
