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Name: Youwei Li
Email: y.li@qub.ac.uk
Telephone: +44 28 9097 3207   Fax: +44 28 9097 5156
Room Number: 26. 201
Address: 26 University Square
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Biography

Youwei is a lecturer in Finance at Queen's University Belfast. His research interests include financial econometrics, quantitative finance, and agent-based modelling of financial markets.

Publications
  • Heterogeneity, convergence, and autocorrelations
  • Can trend followers survive in the long-run? Insights from agent-based modelling
  • Power-law behaviour, heterogeneity, and trend chasing
  • The econometric analysis of agent-based models in finance: An application
  • On microscopic simulation models of financial markets
Working Papers
  • The Econometric Analysis of Microscopic Simulation Models
  • The non- and semiparametric analysis of MS models: Some applications
  • Long Memory, Heterogeneity, and Trend Chasing
  • Heterogeneity, Profitability, and Autocorrelations

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