← All authors Chen Tong Department of Finance (from arXiv:2607.03669, 2026) · ORCID · OpenAlex
27 papers in scope · 22 published · 6 on the econ.EM arXiv · 276 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Peter Reinhard Hansen Ilya Archakov Tong Chen Asger Lunde Xinxian Chen Zhuo Huang Yiyao Luo Alessandra Luati Rutger-Jan Lange K. B. Gubbels Andre Lucas Enzo D’Innocenzo Ramon de Punder Thomas K. Kloster Fred Espen Benth Kim Christensen Luca Fanelli Xuewen Yu Giovanni Angelini Yuta Yamauchi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (10 of 27)
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2025 · arXiv
VIX Option Pricing With Detected Jumps
published 2025 · Journal of Futures Markets
with Zhiyu Guo, Zhuo Huang
published 2025 · Review of Financial Studies · 6 citations · first circulated 2022
published 2025 · Journal of Business and Economic Statistics · 1 citations · first circulated 2024
working paper 2024 · arXiv
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
published 2024 · Journal of Futures Markets · 1 citations
with Zhiyu Guo, Zhuo Huang
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
published 2024 · Finance research letters · 1 citations
published 2023 · Economics Letters · 3 citations
The effects of economic uncertainty on financial volatility: A comprehensive investigation
published 2023 · Journal of Empirical Finance · 25 citations
with Zhuo Huang, Tianyi Wang, Cong Zhang
published 2022 · Journal of Financial Econometrics · 26 citations · first circulated 2021
published 2022 · Journal of Futures Markets · 5 citations · first circulated 2021
Do VIX futures contribute to the valuation of VIX options?
published 2021 · Journal of Futures Markets · 6 citations
with Zhuo Huang, Tianyi Wang
Pricing VIX options with realized volatility
published 2021 · Journal of Futures Markets · 16 citations · first circulated 2020
with Zhuo Huang
The predictive power of macroeconomic uncertainty for commodity futures volatility
published 2020 · International Review of Finance · 3 citations
with Zhuo Huang, Liang Fang
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options
published 2019 · Applied Economics · 24 citations
VIX term structure and VIX futures pricing with realized volatility
published 2018 · Journal of Futures Markets · 45 citations
with Zhuo Huang, Tianyi Wang
The spillover of macroeconomic uncertainty between the U.S. and China
published 2018 · Economics Letters · 63 citations
with Zhuo Huang, Han Qiu, Shen Yan
A network visualization approach and global stock market integration
published 2018 · International Journal of Finance & Economics · 8 citations · first circulated 2015
with Jing Chen, Mike Buckle
Do ETFs lead the price moves? Evidence from the major US markets
published 2017 · International Review of Financial Analysis · 26 citations
with Mike Buckle, Jing Chen, Qian Guo
Infinite Activity Jumps in China Stock Markets
published 2012 · Systems Engineering
no link
Complexity evolvement of a chaotic fractional-orderfinancial system
published 2011 · Acta Physica Sinica · 17 citations
with Xin Bao-Gui, Yanqin Liu
Analysis of Institutional Factors of the Total Effects of Resource Allocation between Chinese Economic Areas
published 2010 · Ruan kexue
no link
Rural Governance of New Socialistic Countryside Based on Social Capital
published 2007 · Journal of Northwest A&F University
no link
Empirical Analysis on Efficiency of Rural Financial Resources Allocation in Xinjiang
published 2006 · Xinjiang nongye kexue
with LI Ji-gang
no link
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