Pujun Liu
Ph.D Candidate Job Market Candidate
my department profile). I will attend the CEEE meeting
in Toronto on December 2-3, 2011 and the ASSA
Annual Meetings in Chicago on January 6-8, 2012.
Research Interests
Financial Econometrics, Time Series, Applied Econometrics, Empirical Finance
Research Papers
"Regime-switching GARCH-Jump Models with Autoregressive Jump Intensity" (Job market paper)
"Autoregressive Conditional Duration Models with Structural Changes"
"Value-at-Risk Estimation via Higher Moments Built on High Frequency Data"
Teaching
Mathematic Economics, King's University College, UWO, 2011-2012
Intermediate Macroeconomics,Department of Economics, UWO, 2011-2012
Contact Information
Email: pliu46@uwo.ca Cell: (519) 851-4956 Mail: Department of Economics Social Science Centre University of Western Ontario 1151 Richmond St. North London, Ontario N6A 5C2 Canada
Also from this web page:
- Office: Room 4006, SSC
- Telephone: 519 661-2111
Ext: 85202 - Fax: 519 661-3666
- Curriculum Vitae
