学者信息
已发表成果：
WOK 论文 13 篇;
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Realized GARCH, CBOE VIX, and the Volatility Risk Premium
JOURNAL OF FINANCIAL ECONOMETRICS,1479-8409,2022-09.
Hansen, Peter Reinhard; Huang, Zhuo; Tong, Chen; Wang, Tianyi
WOS:000858092400001 10.1093/jjfinec/nbac033
收录情况：SSCI -
Option pricing with state-dependent pricing kernel
JOURNAL OF FUTURES MARKETS,0270-7314,2022-05.
Tong, Chen; Hansen, Peter Reinhard; Huang, Zhuo
WOS:000795931400001 10.1002/fut.22338
收录情况：SSCI -
Option Pricing with Time-Varying Volatility Risk Aversion
arXiv,,2022-04-14.
Hansen, Peter Reinhard (1, 4); Tong, Chen (2, 3)
EI:20220096178
收录情况：EI