龟兔赛跑 from 2004...

学经济不去花街的小中女

 

来源: career 于 2017-09-22 17:50:31 [档案] [转至博客] [旧帖] [给我悄悄话] 本文已被阅读： 2240 次 (13046 bytes)

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Lily Y. Liu

Financial Economist

Supervision, Regulation & Credit

  [e-mail]

617-973-0796

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Biography

 

Lily Y. Liu is a financial economist at the Federal Reserve Bank of Boston. Her research interests include credit markets, forecasting, empirical asset pricing and financial econometrics. Liu joined the Boston Fed in 2015 after she received her Ph.D. in Economics from Duke University. She also holds a B.A. in Mathematics and Economics from the University of Pennsylvania, and a M.Sc. in Statistics from the University of Toronto.

 

Work Experience

Education

 

Ph.D., Economics, Duke University, 2015

M.A., Economics, Duke University, 2010

M.Sc., Statistics, University of Toronto, 2009

B.A., Economics and Mathematics, University of Pennsylvania, 2008

 

Publications

Refereed articles

"Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes", with Andrew Patton and Kevin Sheppard, 2015. Journal of Econometrics, Economics, 187(1), 293-311.

Working papers and other unpublished papers

"Estimating Loss Given Default from CDS under Weak Identification", 2015.

"Estimating Loss Given Default from CDS under Weak Identification", Federal Reserve Bank of Boston RPA 17-1, May 2017.

 

 

所有跟帖： 

• 这得PhD.花街2年那是本科毕业 -greenoasis- ♀ (0 bytes) () 10/08/2017 postreply 18:18:21

• Both started 藤校经济系 in 2004 or so. -career- ♂ (0 bytes) () 10/08/2017 postreply 18:21:02

• 那又如何呢。有人读博士有人工作有人读MBA。这些人里优秀成功的肯定是绝大多数。坛里就有好几个吧。比如探春还有潇洒走一回 -greenoasis- ♀ (0 bytes) () 10/08/2017 postreply 18:24:09

• 中留wj... -career- ♂ (0 bytes) () 10/08/2017 postreply 18:34:07

• 潇洒走一回好像说花街太辛苦了，她生了场病后，领悟到健康最重要，于是毅然辞职。现在好像换跑道了。 -swj2000- ♀ (0 bytes) () 10/08/2017 postreply 18:50:08