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Yuze Liu

University of Cologne
Institute of Econometrics and Statistics
Aachener Straße 75
Building: 812
Room:0.11
D-50931 Cologne

T    +49 221 470-76112
E    yuze.liuSpamProtectionwiso.uni-koeln.de

Consultation-hour: Wednesday 2 - 4 p.m. or by arrangement.

Research Interests

  • Time Series
  • Financial Data Analysis

Working Papers

  • "Improved and extended nowcasting techniques for financial volatility“ (2019) with Robinson Kruse-Becher

Presentations

  • 10th Nordic Econometric Meeting, Stockholm, May 22-26, 2019
  • 3rd Workshop on Financial Econometrics and Empirical Modeling of Financial Markets, Greifswald, May 6-7, 2019
  • CFE 2018, Pisa, Dec. 14-16, 2018

Teaching

  • Exercise: descriptive statistics and economic statistics (statistics A)
  • Exercise: Advanced Econometrics: Time Series Analysis
  • Exercise: Statistical Analysis of Financial Data