skip to content

Faculty of Economics

 

PhD Title


Essays in Volatility Modelling

Research Interests


Financial Econometrics, Time Series, Empirical Asset Pricing, Continuous Time Finance

Recent Publications


Job Market Paper

Ding, Y. A Simple Joint Model for Returns, Volatility and Volatility of Volatility, (2022) Journal of Econometrics, forthcoming

Cambridge Working Papers in Economics

Ding, Y. Conditional Heteroskedasticity in the Volatility of Asset Returns, (2021) CWPE2179
Ding, Y. Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility, (2021) CWPE2112
Ding, Y. Diffusion Limits of Real-Time GARCH, (2020) CWPE20112


Supervisory Team


Yashuang (Dexter) Ding












PhD Student

Research Group:
Econometrics


CV: Curriculum Vitae

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


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