I was deeply saddened to hear of YuZhi’s passing.

I worked with YuZhi at the University of Plymouth and have fond memories of her as a caring and helpful colleague.  

I also had the honour to work on research papers with YuZhi.  YuZhi was an excellent researcher and had many interesting and profound ideas.  Our last paper (reference below) is based on a lovely idea that YuZhi had, and I feel privileged to have worked with her to illustrate it.

May YuZhi rest in peace.

Cai, Y. and Stander, J.(2019). The threshold GARCH model: Estimation and density forecasting for financial returns. Journal of Financial Econometrics, 18 (2), 395–424.