معرفی
Yingying LI is a Chair Professor and Fung Term Professor of Business at the Hong Kong University of Science and Technology (HKUST), holding dual appointments in the Department of ISOM and the Department of Finance. She earned her PhD in Statistics from the University of Chicago (2008) and a B.Sc. in Mathematics from Beijing Normal University (2003). Her research focuses on financial econometrics, volatility estimation, high-frequency data analysis, and statistical inference for stochastic processes. She has held professorial roles at HKUST since 2009, advancing through ranks from Assistant to Professor, and served as a postdoctoral researcher at Princeton University (2008-2009).
Her research interests include financial risk management, market microstructure, and asymptotic statistics. Notable contributions involve developing methodologies for volatility estimation in high-frequency data, addressing market microstructure noise, and advancing econometric techniques for large portfolios. She has published extensively in top journals such as the Journal of Econometrics and Review of Financial Studies.
Dr. LI serves on editorial boards for the Journal of Business & Economic Statistics, Journal of Econometrics, and Journal of Financial Econometrics. She actively organizes academic events like the HKUST Quantitative Finance and FinTech seminar series and has received accolades including the Laha Award (2007), SoFiE Fellowship (2017), and multiple teaching excellence recognitions at HKUST. Her research has been funded by Hong Kong RGC grants and the Bendheim Center for Finance.
