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Option Pricing with State-dependent Pricing Kernel: A Realized GARCH Approach

Date: 2022-11-02
Speaker: Chen Tong
Speaker Intro:

Chen Tong is a PhD student in the National School of Development, Peking University. His research interests include financial econometrics and financial engineering. He has published research papers in several academic journals including Journal of Futures Markets (twice), International Review of Finance, Economics Letters, Applied Economics, Journal of Financial Research (in Chinese) and China Economic Quarterly (in Chinese). He will join Xiamen University as an assistant professor in Fall 2021. 

Host:
Description:
Time:
Venue: Room N302, Economics Building
Organizer: 太阳成集团tyc7111cc、王亚南经济研究院
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