Jiang, Yueting

PhD student, Year 2

Department of Finance


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

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