Faculty Profile

Jia Li is an internationally recognized econometrician whose pioneering research on high-frequency data, volatility, and financial econometrics has shaped both theoretical and applied domains, and who currently serves as Dean and Lee Kong Chian Professor of Economics at Singapore Management University.

Jia Li's work is distinguished by methodological rigor and innovation in econometric theory, particularly in the analysis of high-frequency and noisy financial data, with significant influence on empirical finance, macroeconomics, and statistical software development; his leadership roles and editorial contributions further amplify his impact on the field.

Focused research areas include Development of robust econometric methods for high-frequency financial data; inference for jumps and volatility in noisy environments; nonparametric and adaptive estimation techniques; empirical analysis of financial markets and macroeconomic dynamics; predictive accuracy and model evaluation in time series and panel data.