High Frequency Returns - Mean Reversion and Volatility Persistence
|5 November 2008
|13:00-14:00 (Timezone: Europe/London)
|ICMA Centre, Room G03/04
He obtained his MSc in Finance from National University of Singapore, and PhD in Finance at University of Cambridge. Before joining Southampton, he was an adjunct Professor at Southwest University of Finance and Economist, China, and Chief Economist at China Nanshan Group for 3 years. He had also worked at University of Manchester and University of Sheffield as a lecturer during 2001-2004.