学者信息
已发表成果：
WOK 论文 13 篇;
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Good Volatility, Bad Volatility, and VIX Futures Pricing: Evidence from the Decomposition of VIX
JOURNAL OF DERIVATIVES,1074-1240,2023-spr.
Tong, Chen; Huang, Zhuo
WOS:001150859700006
收录情况：SSCI -
Characterizing correlation matrices that admit a clustered factor representation
ECONOMICS LETTERS,0165-1765,2023-12.
Tong, Chen; Hansen, Peter Reinhard
WOS:001111422800001 10.1016/j.econlet.2023.111433
收录情况：SSCI -
Characterizing Correlation Matrices that Admit a Clustered Factor Representation
SSRN,1556-5068,2023-09-22.
Tong, Chen (1); Hansen, Peter Reinhard (2)
EI:20230328530 10.2139/ssrn.4579593
收录情况：EI -
The effects of economic uncertainty on financial volatility: A comprehensive investigation
JOURNAL OF EMPIRICAL FINANCE,0927-5398,2023-09.
Tong, Chen; Huang, Zhuo; Wang, Tianyi; Zhang, Cong
WOS:001071184300001 10.1016/j.jempfin.2023.08.004
收录情况：SSCI -
Characterizing Correlation Matrices that Admit a Clustered Factor Representation
arXiv,,2023-08-10.
Tong, Chen (1); Hansen, Peter Reinhard (2)
EI:20230289953 10.48550/arXiv.2308.05895
收录情况：EI