Projects per year
Personal profile
Research interests
Business & Economics - Big data
Business & Economics - High-frequency data
Mathematics & Statistics - High-dimensional statistics
Business & Economics - Portfolio analysis
Business & Economics - Financial econometrics
Business & Economics - High-frequency data
Mathematics & Statistics - High-dimensional statistics
Business & Economics - Portfolio analysis
Business & Economics - Financial econometrics
Related documents
Education/Academic qualification
PhD in Statistics, PhD, The University of Chicago
2008
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Dive into the research topics where Yingying LI is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Financial Econometrics
LI, Y. (PI)
National Natural Science Foundation of China
1/01/26 → 31/12/30
Project: Research
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Empowering Hong Kong Finance with A Quantum Algorithm Platform
QI, J. (CoPI), ZHAO, Q. (CoPI), CHEN, Z. (CoPI), SHAO, Q. (CoPI), GUO, Y. (CoPI) & LI, Y. (PI)
30/06/24 → 29/06/29
Project: Research
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Financial Big Data for Risks
LI, Y. (PI)
RGC - Senior Research Fellow Scheme
1/01/24 → 31/12/28
Project: Research
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Developing Hong Kong as a Global Green Finance Centre
HUANG, A. (CoPI), LAU, A. K. H. (CoPI), PARK, A. F. (CoPI), ZALDOKAS, A. (CoPI), MUKHERJEE, A. (CoPI), STEUER, B. (CoI), IM, E. S. (CoPI), CHENG, J. C. P. (CoPI), LEE, S. (CoI), WANG, Z. (CoPI), CHEN, Z. (CoPI), LOH, K. W. C. (CoPI), DU, D. (CoI), ZHANG, C. (PI), CHOI, D. (CoPI), BENZ, E. (CoI), HE, G. (CoPI), LI, K. (CoI), CHAN, K. K. C. (CoI), CHAN, K. (CoPI), HUI, K. L. (CoPI), TAM, K. Y. (CoPI), Delina, L. (CoI), FUNG, J. C. H. (CoPI), PANAYOTOV, G. K. (CoPI), MOREAU, Q. B. A. (CoPI), SHI, X. (CoI), LAFON-VINAIS, V. J. A. (CoI), LI, W. (CoI), ZHAO, X. (CoI), QI, Y. (CoPI), NOZAWA, Y. (CoPI), LI, Y. (CoPI), ZHOU, Z. Y. (CoPI) & WANG, M. (CoI)
RGC - Theme-based Research Scheme
1/01/22 → 31/12/26
Project: Research
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How to Dominate the Historical Average
LI, Y., YU, J., LYU, C. & LI, K., Feb 2025, In: The Review of Financial Studies.Research output: Contribution to journal › Journal Article › peer-review
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How to Dominate the Historical Average
LI, K., LI, Y., LYU, C. & YU, J., 12 Feb 2025, (E-pub ahead of print) In: Review of Financial Studies.Research output: Contribution to journal › Journal Article › peer-review
1 Citation (Scopus) -
Learning the Stochastic Discount Factor
CHEN, Z., DING, Y., LI, Y. & ZHENG, X., Jun 2025.Research output: Contribution to conference › Conference Paper › peer-review
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Learning the Stochastic Discount Factor
CHEN, Z., DING, Y., LI, Y. & ZHENG, X., May 2025.Research output: Contribution to conference › Conference Paper › peer-review
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Multiplicative factor model for volatility
Ding, Y., Engle, R., Li, Y. & Zheng, X., May 2025, In: Journal of Econometrics. 249, 105959.Research output: Contribution to journal › Journal Article › peer-review
3 Citations (Scopus)
Activities
- 21 Editorial work
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Journal of Econometrics (Journal)
LI, Y. (Associate Editor)
1 Jan 2024 → …Activity: Publication peer-review and editorial work › Editorial work
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Journal of the American Statistical Association (Journal)
LI, Y. (Associate Editor)
1 Jan 2024 → …Activity: Publication peer-review and editorial work › Editorial work
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Journal of Business and Economic Statistics (Journal)
LI, Y. (Associate Editor)
1 Sept 2018 → 1 Feb 2022Activity: Publication peer-review and editorial work › Editorial work
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Journal of Business & Economic Statistics (Journal)
LI, Y. (Associate Editor)
1 Sept 2018 → 1 Feb 2022Activity: Publication peer-review and editorial work › Editorial work
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Journal of Econometrics (Journal)
LI, Y. (Associate Editor)
1 Jan 2017 → 1 Dec 2021Activity: Publication peer-review and editorial work › Editorial work
Awards
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NSFC Excellent Young Scientist (Hong Kong and Macau)
LI, Y. (Recipient), Sept 2019
Prize: Honorary Award