Chen Tong

Chen Tong

Xiamen University - Xiamen / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5856206
厦门大学
person_outline Chen Tong's MOST POPULAR ARTICLES
1-) The spillover of macroeconomic uncertainty between the US and ChinaZ Huang, C Tong, H Qiu, Y ShenEconomics Letters 171, 123-127, 2018662018
2-) VIX term structure and VIX futures pricing with realized volatilityZ Huang, C Tong, T WangJournal of Futures Markets 39 (1), 72-93, 2019532019
3-) Realized GARCH, CBOE VIX, and the volatility risk premiumPR Hansen, Z Huang, C Tong, T WangJournal of Financial Econometrics 22 (1), 187-223, 2024222024
4-) Pricing VIX options with realized volatilityC Tong, Z HuangJournal of Futures Markets 41 (8), 1180-1200, 2021222021
5-) Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF optionsZ Huang, C Tong, T WangApplied Economics 52 (17), 1866-1880, 2020182020