School of Business and Economics

Research

Chenlu Li

Photo of  Chenlu Li

Doctoral Researcher in Management Science and Operations Management

BSc in Economics (Financial Engineering), University of Science and Technology Beijing, China

MSc in banking and Finance,  Loughborough University

Research Interest:

Asymmetric dependence, financial contagion, strategic asset allocation

 

Supervisor(s):
Professor Baibing Li
Dr Kai-Hong Tee

 

Thesis Title/Topic:

State-space models with Markov-switching Copula in modelling financial returns