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.

• PhD: Financial Econometrics
  Cardiff University, 2025

2025

• PublishedDrift bursts, volatility forecasting, and the variance risk premium
  Evans, K., Gilder, D. & Liao, K., 2025.
  Research output: Contribution to conference › Paper › peer-review
• PublishedGood and bad volatility estimation for drift diffusion process
  Evans, K., Gilder, D. & Liao, K., 2025.
  Research output: Contribution to conference › Paper › peer-review

2023

• PublishedThe refinement of signed jumps for drift bias and its implication to volatility prediction
  Evans, K., Gilder, D. & Liao, K., 2023.
  Research output: Contribution to conference › Paper › peer-review

2022

• PublishedThe role of jumps in anticipating volatility
  Evans, K., Gilder, D. & Liao, K., 2022.
  Research output: Contribution to conference › Paper › peer-review