Dr Shifan Yu

Honorary Researcher

Profile

Shifan Yu is a Postdoctoral Researcher at the Oxford-Man Institute (OMI) of Quantitative Finance, University of Oxford, and an Honorary Researcher at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, Lancaster University Management School. He obtained his PhD in Finance from Lancaster University in 2024. His research interests are in financial econometrics, with a specific focus on high-frequency financial data and their implications for enhanced statistical inference for asset price dynamics and market microstructure.

Publications
Activities

NBER-NSF Time Series Conference 2024
Participation in conference - Academic

1st Conference on "Econometrics with Data Science"
Participation in conference - Academic

16th Society for Financial Econometrics Annual Conference
Participation in conference - Academic

Virtual Workshop for Junior Researchers in Time Series
Participation in workshop, seminar, course

17th International Conference on Computational and Financial Econometrics
Participation in conference - Academic

3rd International Econometrics PhD Conference
Participation in conference - Academic

6th International Conference on Econometrics and Statistics
Participation in conference - Academic

Asian Meeting of the Econometric Society in East and Southeast Asia 2023
Participation in conference - Academic

Asian Meeting of the Econometric Society in China 2023
Participation in conference - Academic

5th Quantitative Finance and Financial Econometrics International Conference
Participation in conference - Academic

Aarhus University
Visiting an external academic institution

Lancaster University
Participation in workshop, seminar, course

25th Dynamic Econometrics Conference
Participation in conference - Academic

Financial Econometrics Conference to mark Stephen Taylor's retirement
Participation in conference - Academic

Econometric Society Australasia Meeting 2022
Participation in conference - Academic

Asian Finance Association 2022 Annual Conference
Participation in conference - Academic

Workshop on "Volatility, Jumps and Bursts"
Participation in conference - Academic

14th Society for Financial Econometrics Annual Conference
Participation in conference - Academic

Asian Meeting of the Econometric Society in China 2022
Participation in conference - Academic

International Association for Applied Econometrics 2022 Annual Conference
Participation in conference - Academic

4th Quantitative Finance and Financial Econometrics International Conference
Participation in conference - Academic

5th International Conference on Econometrics and Statistics
Participation in conference - Academic

Economics of Financial Technology Conference
Participation in conference - Academic

XXIII Workshop on Quantitative Finance
Participation in conference - Academic

Lancaster University
Participation in workshop, seminar, course

University of Freiburg
Participation in workshop, seminar, course

6th Konstanz-Lancaster-Manchester-Freiburg Workshop on Financial Econometrics
Participation in conference - Academic

14th International Conference on Computational and Financial Econometrics
Participation in conference - Academic