Prof. CUI Liyuan (崔麗媛教授)
PhD - Economics (Cornell University)
MPS - Statistics (Cornell University)
BS - Mathematics (Wuhan University)
Assistant Professor
Research Areas
- Financial Econometrics
- Asset Pricing
- Macro- finance
- Behavioral Finance
Research Grant
-
PI:
"Estimating and Testing Time Variation Modeling Misspecification",
GRF - UGC ,
(2023-2024)
, Liyuan Cui
-
PI:
"High Dimensional Time-varying Forecast Combination: A Unified Approach for Abrupt and Smooth Instabilities",
GRF - UGC ,
(2022-2023)
, Liyuan Cui
-
PI:
"Estimation and Inference of Large Dimensional Unobservable Dynamic Uncertainties",
GRF - UGC ,
(2021-2022)
, Liyuan Cui
-
PI:
"A Mixed Convex Penalized Machine Learning Approach for High-Dimensional Financial Data with its Application on Vast Portfolio Selections",
GRF - UGC ,
(2020-2022)
, Liyuan Cui
-
PI:
"适用于非线性、非平稳变量的非参数有效估计方法以及其在资本资产定价理论中的应用",
青年基金项目 - 国家自然科学基金 ,
(2019-2021)
, Yue Ma and Junhui Wang
-
PI:
"A Local Series Estimation Method with its Application in Asset Pricing Models with Time-varying State Variables",
ECS - UGC ,
(2019-2021)
, Liyuan Cui
-
PI:
"房地产调控政策效果的空间异质性：理论机制及基于成都市的大数据实证研究",
软科学面上项目 - Chengdu Science and Technology Research Grants ,
(2019-2020)
, Jinming Yan, Huayi Yu and Tao Zhang
Publications
| Journal Publications and Reviews |
- Cui , Liyuan; Chen, Zeyu; Huang, Yanfen; Yu, Huayi / Window dressing: Changes in atmospheric pollution at boundaries in response to regional environmental policy in China. February 2024; In: Journal of Environmental Economics and Management.
- Cui, Liyuan; Hong, Yongmiao; Li, Yingxing; Wang, Junhui / A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data. December 2023; In: Management Science.
- CUI, Liyuan; FENG, Guanhao; Hong, Yongmiao / Regularized GMM for Time-Varying Models with Applications to Asset Pricing. October 2023; In: International Economic Review.
- 余华义; 谭君琳; 崔丽媛 / 国家级新区对房价的影响机制及其空间溢出效应. February 2023; In: 中国软科学. Vol. 2023, No. 1 (总第 385 期), pp. 94-104
- Han, Jun; Cui, Liyuan; Yu, Huayi / Pricing the value of the chance to gain admission to an elite senior high school in Beijing: The effect of the LDHSE policy on resale housing prices. August 2021; In: Cities. Vol. 115
- Cui, Liyuan; Hong, Yongmiao; Li, Yingxing / Solving Euler equations via two-stage nonparametric penalized splines. June 2021; In: Journal of Econometrics. Vol. 222, No. 2, pp. 1024-1056
- 崔丽媛; 洪永淼 / 投资者对经济基本面的认知偏差会影响证券价格吗?: 中美证券市场对比分析. August 2017; In: 经济研究. Vol. 2017年, No. 8, pp. 94-109
|
