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Faculty of Economics


PhD Title

Essays in Volatility Modelling

Recent Publications

Cambridge Working Papers in Economics

Ding, Y. Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility, (2021) CWPE2112
Ding, Y. Weak Diffusion Limits of Two Real-Time GARCH-type Models, (2020) CWPE20112

Supervisory Team

Yashuang (Dexter) Ding

PhD Student

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Contact Details
College: Trinity Hall College