Zhao Liu
Assistant Professor of Finance
Research Interests
Finance, Macroeconomics, and Econometrics
Teaching in 2020-2021
MSc Business and Finance
- IB9W00: Quantitative Methods for Financial Management
Mathematical Finance
- IB9KC0: Financial Econometrics
Finance Group
Email: Zhao.Liu.1@wbs.ac.uk Room: TBC
Biography
Zhao joined WBS as an Assistant Professor of Finance in 2020. His research focuses on Finance, Macroeconomics, and Econometrics.
Publications
Journal Articles
- Colacito, R., Croce, M. M. and Liu, Z. (2019) "Recursive allocations and wealth distribution with multiple goods : existence, survivorship, and dynamics", Quantitative Economics, 10, 1, 311-351
- Li, G., Zhu, Q., Liu, Z. and Li, W. K. (2017) "On mixture double autoregressive time series models", Journal of Business & Economic Statistics, 35, 2, 306-317
- Lin, L., Song, Y. and Liu, Z. (2014) "Local linear–additive estimation for multiple nonparametric regressions", Journal of Multivariate Analysis, 123, 252-269
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