Dr Ye Lu

PhD, Indiana University Bloomington,
Lecturer


Curriculum vitae Curriculum vitae

Map

Biographical details

Ye Lu joined the School of Economics in July 2017. She received a Ph.D. degree from Indiana University Bloomington. Her main research interests are Econometrics, Time Series, and Financial Econometrics. Her current work focuses on the estimation and inference on financial factors based on high frequency large dimensional and long span financial data, and the potential applications on asset pricing and empirical macro-finance.

Selected publications

Download citations: PDF RTF Endnote

Journals

  • Lu, Y., Park, J. (2019). Estimation of longrun variance of continuous time stochastic process using discrete sample. Journal of Econometrics, 210(2), 236-267. [More Information]

2019

  • Lu, Y., Park, J. (2019). Estimation of longrun variance of continuous time stochastic process using discrete sample. Journal of Econometrics, 210(2), 236-267. [More Information]

For support on your academic profile contact .