Personal details

Dr Yin Liao
Senior Lecturer
QUT Business School,
Economics and Finance
Discipline *
Econometrics, Banking, Finance and Investment
+61 7 3138 2662
+61 7 3138 1500
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Identifiers and profiles

Doctor of Philosophy in Economics (Australian National University)


Financial Econometrics, Time-series Econometrics, Financial volatility and jumps, Inference on high-frequency financial data, Financial credit risk modeling, Financial network risk modeling, Financial extreme risk modeling, Empirical asset pricing

* Field of Research code, Australian and New Zealand Standard Research Classification (ANZSRC), 2008


Background Yin Liao joined the School of Economics and Finance in July 2012. Prior to this appointment she held a lecturer  position in the Research School of Finance, Actuarial Studies & Applied Statistics, Australian National University (ANU), Canberra. After completing her Master of Economics at ANU in 2007, she obtained her PhD in Economics (Financial Econometrics), entitled “Essays on High Frequency Financial Econometrics”, at ANU in 2011.

Research Fields

  • Time Series Econometrics
  • Financial Econometrics
  • Financial Volatility and Jumps
  • Credit Risk Modeling
  • Network Risk Modeling

PhD candidates who are interested in the following topics are welcome to contact with me to discuss about research ideas:

  • Financial volatility and jumps
  • Statistical inference on financial high frequency data
  • Financial credit risk modeling
  • Financial network risk modeling
  • Financial extreme risk (e.g. Value-at-risk and Expected shortfall) modeling
  • Empirical asset pricing
This information has been contributed by Dr Yin Liao.


For more publications by this staff member, visit QUT ePrints, the University's research repository.