Gwybodaeth Cyswllt
Econometrics Researcher & Data Analyst. World leading academic research and extensive industrial practice of asset/derivative pricing, volatility forecasting, and risk management. Passionate about leveraging econometric theory to drive innovation in financial modelling.
Cymwysterau
- PhD: Prifysgol Caerdydd
School of Healthcare Sciences, Cardiff University, 2025
Cyhoeddiadau
2025
- CyhoeddwydDrift bursts, volatility forecasting, and the variance risk premium
Evans, K., Gilder, D. & Liao, K., 2025.
Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid - CyhoeddwydGood and bad volatility estimation for drift diffusion process
Evans, K., Gilder, D. & Liao, K., 2025.
Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
2023
- CyhoeddwydThe refinement of signed jumps for drift bias and its implication to volatility prediction
Evans, K., Gilder, D. & Liao, K., 2023.
Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
2022
- CyhoeddwydThe role of jumps in anticipating volatility
Evans, K., Gilder, D. & Liao, K., 2022.
Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid