Jia Liu

Assistant Professor
Sobey School of Business
Finance Info Sys and Mgmt Science

Faculty Member Information

Interests

Financial Econometrics, Empirical Finance

Education

Ph.D., Finance, McMaster University, 2017
M.A., Statistics, University of South Florida, 2011
B.A., Statistics, Tianjin University of Finance and Economics, 2009

Scholarly Contributions

Presentation

Griffin Jim, Liu Jia, Maheu John. "Bayesian Nonparametric Estimation of Ex-post Variance", Rimini Conference in Economics and Finance (Summer - 2016)
Griffin Jim, Liu Jia, Maheu John. "Bayesian Nonparametric Estimation of Ex-post Variance", NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics (Spring - 2016)
Liu Jia, Maheu John. "Improving Markov Switching Model using Realized Variance", Canadian Econometrics Study Group (Summer - 2015)

Service: Professional or Disciplinary

Journal Reviewer, Econometrics and Statistics 2016/03 - Present
Journal Reviewer, Journal of Empirical Finance 2014/03 - Present