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Kefu Liao
(he/him)
Teaching Associate / Research Student
Overview
Kefu Liao is a PhD candidate in Financial Econometrics at Cardiff Business School. He holds MSc in Financial Economics (distinction) and MSc in Social Science Research Methods (distinction) from Cardiff University. His research interests are Financial Econometrics, especially in the time series volatility modelling and forecasting. He obtained an associate fellowship status under the UK Higher Education Academy in 2022.
Research
Conference papers
Liao, K, Evans, K.P., and Gilder, D., 2023. The refinement of signed jumps for drift bias and its implications for volatility prediction. Asian Meeting of the Econometric Society, Nanyang Technological University, Singapore, July 2023
Liao, K, Evans, K.P., and Gilder, D., 2023. The refinement of signed jumps for drift bias and its implications for volatility prediction. Fifteenth Annual SoFiE (The Society for Financial Econometrics) Conference, Sungkyunkwan University, Seoul, June 2023
Liao, K, Evans, K.P., and Gilder, D., 2023. Forecasting volatility using drift burst information. Financial Econometrics Conference, Lancaster University, March 2023, <http://wp.lancs.ac.uk/finec2023/files/2023/01/FEC-2023-047-Kefu-Liao.pdf>
Liao, K, Evans, K.P., and Gilder, D., 2023. The role of jumps in anticipating volatility. British Accounting & Finance Association Annual Conference, the University of sheffield, April 2023
Liao, K, Evans, K.P., and Gilder, D., 2023. The role of jumps in anticipating volatility. European Financial Management Association Annual Conference, Cardiff University, June 2023
Liao, K, Evans, K.P., and Gilder, D., 2023. Empirical evidence of stock codrifts and its implications to market variance prediction. Cardiff Fintech conference 2023, Cardiff University, November 2023
Liao, K, Evans, K.P., and Gilder, D., 2023. Co-drift bursts. Accounting & Finance section seminar 2023, Cardiff University, November 2023
Liao, K, Evans, K.P., and Gilder, D., 2024. The estimation of Realized Semivariances for drift-diffusion process and its implications for volatility and return predictability. Accounting & Finance section seminar 2024, Cardiff University, Cardiff, February 2024
Liao, K, Evans, K.P., and Gilder, D., 2024. The estimation of Realized Semivariances for drift-diffusion process and its implications for volatility and return predictability. Frontiers of Factor Investing 2024 Conference, Lancaster University, Lancaster, April 2024
As a technician in the Research project: Developing a prototype tool that predicts academic spinout company success, 2023-2024, Cardiff University
Liao, K, Evans, K.P., and Gilder, D., 2024. The estimation of realized semivariances for drift-diffusion process and its implications for volatility forecasting. International Association for Applied Econometrics Conference 2024, University of Macedonia, Thessaloniki, Greece, June 2024
Participate in Fourth Annual Volatility and Risk Institute Conference Managing Compound Risks in a Polycrisis World 2023, New York Univeristy Stern School of Business
Peer review for Economic Modeling 2024
Teaching
BS1501 Applied Stats and Maths in ECON and Business (Tutorial) (Undergraduate, year 1)
BS3577 Corporate Finance and Strategy (Tutorial) (Undergraduate, year 3)
CP0255 Developing Research Methods II (Tutorial) (Undergraduate, year 2)
CP0273 Developing Research Methods II (Tutorial) (Undergraduate, year 2)
BS2508: Corporate Financial Management (Tutorial) (Undergraduate, year 2)