普林斯顿大学经济学博士,现为杜克大学经济系副教授。
em>. [-] Jump Factor Models in Large Cross-Sections (J. Li, V. Todorov and G. Tauchen). [-] Generalized Jump Regressions with an Application to Volume-Volatility Relations. (Tim Bollerslev, Jia Li, and Leonardo Salim Saker Chaves)