Yiyao Luo
Yiyao Luo
Visiting Assistant Professor
Department of Economics
University of Mississippi
I am currently a visiting assistant professor at the University of Mississippi. My research interests include econometrics and financial econometrics. I will be on the job market at ASSA 2024. Throughout my research, I have been studying correlations. In my job market paper, I propose a new correlation estimator for correlations of high-frequency finance data. Besides, my research interests sit in the high-dimensional correlation matrices' generating process, estimation, and forecasts. Please see my Research page for my current papers. A detailed research statement is here.
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