Concepedia

Chen Tong

CT

Statistics

Publications

8

Citations

236

H-Index

8

Active since

2017

Affiliations

Peking University(Current)

University of International Business and Economics

Xiamen University

Chen Tong is an author at Peking University specializing in economics, financial economics, and finance.

ORCID

Publications per year

2017–2023

8

Publications

8

The spillover of macroeconomic uncertainty between the U.S. and China

Zhuo Huang, Chen Tong, Han Qiu et al. · Economics Letters · 2018 · 63 citations

, , +12

VIX term structure and VIX futures pricing with realized volatility

Zhuo Huang, Chen Tong, Tianyi Wang · Journal of Futures Markets · 2018 · 45 citations

, , +16

Do ETFs lead the price moves? Evidence from the major US markets

Mike Buckle, Jing Chen, Qian Guo et al. · International Review of Financial Analysis · 2017 · 26 citations

, , +3

Realized GARCH, CBOE VIX, and the Volatility Risk Premium

Peter Reinhard Hansen, Zhuo Huang, Chen Tong et al. · Journal of Financial Econometrics · 2022 · 26 citations

, , +17

Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options

Zhuo Huang, Chen Tong, Tianyi Wang · Applied Economics · 2019 · 23 citations

, , +17

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