学者信息
已发表成果：
WOK 论文 13 篇;
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Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
JOURNAL OF FUTURES MARKETS,0270-7314,2024-08-19.
Guo, Zhiyu; Huang, Zhuo; Tong, Chen
WOS:001292826300001 10.1002/fut.22545
收录情况：SSCI -
Cluster GARCH
arXiv,,2024-06-10.
Tong, Chen (1); Hansen, Peter Reinhard (2); Archakov, Ilya (3)
EI:20240284430 10.48550/arXiv.2406.06860
收录情况：EI -
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
FINANCE RESEARCH LETTERS,1544-6123,2024-04.
Tong, Chen
WOS:001185771500001 10.1016/j.frl.2024.105115
收录情况：SSCI -
Convolution-t Distributions
arXiv,,2024-03-31.
Hansen, Peter Reinhard (1); Tong, Chen (2)
EI:20240192597 10.48550/arXiv.2404.00864
收录情况：EI