jia-liJia’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.


Office: Social Sciences Building 228G

Email: jia.li2@duke.edu

Phone: (919) 660-1874