PhD Title
Essays in Financial Economics, Continuous Time, Stochastic Models
Recent Publications
Cambridge Working Papers in Economics
Ding, Y. Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility, (2021) CWPE2112Ding, Y. Weak Diffusion Limits of Two Real-Time GARCH-type Models, (2020) CWPE20112
Supervisory Team
Supervisor
Professor Oliver Linton
Advisor
Professor Alexey Onatskiy