About
Prof. Ruijun Bu is a Professor of Econometrics at The University of Liverpool Management School (ULMS). He has a Bachelor degree in Engineering from Tongji University of China, and a Master degree in Finance as well as a Ph.D in Economics and Finance from The University of Liverpool. Prof. Bu’s research interests are in the areas of financial econometrics, time series analysis, large dimensional financial data analysis, non- and semi-parametric statistics, quantitative finance, empirical finance and energy economics. He was a Visiting Research Fellow of the Bendheim Center for Finance at the Princeton University in 2010. He is the current Director of Research of the Economics Group at ULMS, and from 2012 to 2021 he was Founder and Director of the Econometrics and Big Data research cluster at ULMS. Prof. Bu has held research grants from ESRC, British Academy, Leverhulme Trust, Nuffield Foundation, and European Science Foundation. His publications appear in Journal of Econometrics, Econometric Theory, European Journal of Operational Research, Journal of Financial Econometrics, Econometrics Journal, Econometric Reviews, Journal of Time Series Analysis, International Journal of Forecasting, Journal of Empirical Finance, Quantitative Finance, Economic Modelling, Studies in Nonlinear Dynamics and Econometrics, Journal of International Financial Markets, Institutions and Money, International Journal of Finance and Economics, Review of Quantitative Finance and Accounting, Energy Economics, Macroeconomic Dynamics, etc.