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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

Research Group:
Econometrics

Personal Site:
https://dexteryd.weebly.com/


Contact Details
Email: yd274@cam.ac.uk
College: Trinity Hall College