School of Business and Economics


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


Professor Baibing Li
Dr Kai-Hong Tee


Thesis Title/Topic:

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