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C

Carsten Chong

hong kong university of science & technology

8H指数
57论文数
265被引数
收录论文 9
发表时间
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Do Equity and Options Markets Agree about Volatility?
errJournal of Finance
IF9.5
err2026-07-28
err0
PREAI
errCARSTEN H. CHONG; VIKTOR TODOROV
err分享
err收藏
Testing for Rough Volatility When Prices Are Purely Discontinuous当价格完全间断时的波动率测试
errJournal of Time Series Analysis
IF1
err2026-01-01
err0
PREAI
errChong, Carsten H.; Todorov, Viktor
err分享
err收藏
Pre-averaging fractional processes contaminated by noise, with an application to turbulence对受噪声污染的分形过程进行预平均，并应用于湍流
errJournal of Applied Probability
IF0.7
err2025-12-01
err0
PREAI
errChen, David; Cheng, Yu; Chong, Carsten H.; Gentine, Pierre; Jia, Wangdong; Monier, Bryce J.; Shen, Shiyang
err分享
err收藏
Nonparametric Test for Rough Volatility非参数检验粗糙波动率
errJournal of the American Statistical Association
IF3
err2025-06-24
err0
PREAI
errCarsten H. Chong; Viktor Todorov
err分享
err收藏
RATE-OPTIMAL ESTIMATION OF MIXED SEMIMARTINGALES
errANNALS OF STATISTICS
IF3.7
err2025-02-01
err0
PREAI
errChong, Carsten H.; Delerue, Thomas; Mies, Fabian
err分享
err收藏
When Frictions Are Fractional: Rough Noise in High-Frequency Data
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2025-01-03
err2
errOAAI
errChong, Carsten H.; Delerue, Thomas; Li, Guoying
err分享
err收藏
STATISTICAL INFERENCE FOR ROUGH VOLATILITY: MINIMAX THEORY
errANNALS OF STATISTICS
IF3.7
err2024-08-01
err0
errOAAI
errChong, Carsten H.; Hoffmann, Marc; Liu, Yanghui; Rosenbaum, Mathieu; Szymansky, Gregoire
err分享
err收藏
Volatility of volatility and leverage effect from options波动率的波动率和期权的杠杆效应
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err1
PREAI
errChong, Carsten H.; Todorov, Viktor
err分享
err收藏
HIGH-FREQUENCY ANALYSIS OF PARABOLIC STOCHASTIC PDES
errANNALS OF STATISTICS
IF3.7
err2020-04-01
err25
errOAAI
errChong, Carsten
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
V
Viktor Todorov
H 指数: 33 · 论文数: 148
M
Marc Hoffmann
H 指数: 21 · 论文数: 159
M
Mathieu Rosenbaum
H 指数: 15 · 论文数: 111
Y
Yu Cheng
H 指数: 11 · 论文数: 40
G
Guoying Li
H 指数: 11 · 论文数: 63
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