Chen Tong

Peking University

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

  • Peking University

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

The Effects of Economic Uncertainty on Financial Volatility: A Comprehensive Investigation

Number of pages: 31 Posted: 15 May 2018 Last Revised: 12 May 2019
Zhuo Huang, Chen Tong, Tianyi Wang and Cong Zhang
National School of Development, Peking University, Peking University, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Chicago - Booth School of Business
Downloads 340 (171,951)
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Economic uncertainty, Volatility forecasting, Realized volatility, Uncertainty measures

2.

Pricing VIX Options with Realized Volatility

Number of pages: 33 Posted: 23 Nov 2020 Last Revised: 30 Dec 2020
Chen Tong and Zhuo Huang
Peking University and National School of Development, Peking University
Downloads 285 (207,208)

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Realized GARCH, Realized Volatility, VIX Options, VIX Derivatives