Dr. Kefu Liao
Dr. Kefu Liao
Embedded Files
Dr Kefu Liao is an ESRC Postdoctoral Fellow at Bangor University. He is also endorsed by the British Academy under the Global Talent route. He has secured multiple research grants with a total value exceeding £250,000. His research focuses on the estimation of price drift, jumps, and volatility using high-frequency financial data.
Dr Liao has also applied advanced econometric methods to an ESRC project on university spinout survival and a Welsh government-funded project on dynamic pricing of UK self-storage, where he developed interactive applications for industry and government stakeholders.
Kefu Liao has over six years of university teaching experience across finance and statistics. He holds Associate Fellowship of Advance HE (AFHEA) and is currently undertaking development towards Fellowship of Advance HE (FHEA).
News
November 04, 2026
Discussant at The 2026 Institute of European Finance (IEF) Conference, Bangor (UK), Data Analytics and Financial Innovation session
June 16, 2026
Presentation at SoFiE 18th Annual Meeting, Macau (China), "Time-Varying Impacts of Jumps on Realized Variance Forecast"
August 18, 2025
Presentation at 2025 World Congress of the Econometric Society, Seoul, (Korea), "Good and bad volatility estimation for drift-diffusion process"
June 15, 2023
Presentation at SoFiE 15th Annual Meeting, Seoul, (Korea), "The refinement of signed jumps for drift bias and its implication to volatility prediction"
April 18, 2023
Presentation at 2023 BAFA Annual Meeting, Sheffield, (UK), "The role of jumps in anticipating volatility"
March 29, 2023
Presentation at Financial Econometrics Conference, To mark Stephen Taylor's Retirement. Lancaster (UK), "Forecasting volatility using drift burst information"
Page updated
Google Sites
Report abuse