Jia Li

Assistant Professor of Economics

Social Sciences Building, 228G.

Email: jl410@duke.edu; Phone: (919) 660-1874

Curriculum Vitae (updated on January, 2016)


Ph.D. in Economics, Princeton University, 2011.

Research Description

Jia’s research focuses on nonparametric and semiparametric estimation and inference of financial risk factors, such as volatility and jumps, based on high frequency financial data. Such data exhibit a microscopic view of asset price behaviors, but also raise new challenges for econometricians.

Jia's current interest is on general regression-like methods involving spot covariance matrices and jumps, as well as the evaluation of predictive methods, using high-frequency data.

Jia's research is partially supported by NSF Grants SES-1227448 and SES-1326819.

Recent Research

    • Jia Li, Assistant Professor
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