Awards & Achievements

14.07.2017 | Awarded By : Society for Financial Econometrics (SoFiE) Council

Honor from the Society for Financial Econometrics

Each year the Society for Financial Econometrics (SoFiE) Council elects several “SoFiE Fellows” in recognition of their outstanding contributions to financial econometrics. This year, Associate Professor of ISOM Li Yingying was named fellow of the Society, with her outstanding service to the profession.

Professor Li has made fundamental and highly influential contributions to the methodology and theory for high-frequency volatility estimation. She has not only made novel and deep investigations into market microstructure noise, but innovative and insightful contributions in utilizing efficient estimation of volatility to measure leverage effect. She is also a pioneer in studies on inference about high-dimensional co-volatility matrices.