Cuixia Li
Lecturer of Institute of Probability and Statistic.
Email：licuixia@lzu.edu.cn
Ph.D.Lanzhou University, June 2013
Biography
Ph.D., Lanzhou University, June 2013
◆ Major in School of Mathematics and Statistics (Probability and Statistics)
M.Sc., Lanzhou University, June 2005
◆ Major in School of Mathematics and Statistics (Probability and Statistics)
Lecturer, November 2007-present
◆ School of Mathematics and Statistics, Lanzhou University
Assistant Professor, July 2005-November 2007
◆ School of Mathematics and Statistics, Lanzhou University
Social experience
Teaching and guiding the situation of graduate students
Project results
Research interests
Publications
1．Kim, D., Kong, X., Li, C. and Wang, Y. (2018) Adaptive thresholding for large volatility matrix estimation based on high-frequency data. Journal of Econometrics, 203(1):69-79.
2. Li, C. and Guo, E. (2018) Estimation of the integrated volatility using noisy high-frequency data with jumps and endogenous. Communications in Statistics-Theory and Methods, 47(3):521-531.
3. Li, C., Chen, J., Liu, Z. and Jing, B. (2014) On integrated volatility of Ito semimartingales when sampling times are endogenous. Communications in Statistics-Theory and Methods, 43(24):5263-5275.
4. Jing, B., Li, C. and Liu, Z. (2013) On estimating the integrated co-volatility using noisy high-frequency data with jumps. Communications in Statistics-Theory and Methods, 42:3889-3901.
5. Li, C., Liang, X., Jing, B. and Kong, X. (2013) The asymptotics of the integrate self-weighted cross volatility estimator. Journal of Statistical Planning and Inference, 143:1708-1718.
6. Kong, X., Jing, B. and Li, C. (2013) Is the driving force of a continuous process a Brownian motion of fractional Brownian motion? Journal of Mathematical Finance, 3:454-464.
7. 李翠霞，郭二林，包美娟。（2013）一种带有自权重的积分波动率的非参估计。中山大学学报（自然科学版），第52卷第1期，55-58。
Honor and Award
Other information
