Jiang, Yueting
PhD student, Year 3
Research Interest
Empirical Asset Pricing
Financial Institutions
- Publications & Working Papers
- Wang, T., Shen, Y., Jiang, Y., & Huang, Z. (2017). Pricing the CBOE VIX futures with the Heston–Nandi GARCH model. Journal of Futures Markets, 37(7), 641-659.
- Awards & Honours
- National Scholarship, Ministry of Education of the People’s Republic of China 2014,2017
- Guanghua Scholarship, Peking University 2016
- Beijing Outstanding Graduate Student 2015