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
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