Projects per year
Personal profile
Research interests
Business & Economics - Financial econometrics
Business & Economics - High-frequency data
Business & Economics - Volatility estimation
Business & Economics - Financial risk management
Business & Economics - Market microstructure
Mathematics & Statistics - Asymptotic statistics
Business & Economics - High-frequency data
Business & Economics - Volatility estimation
Business & Economics - Financial risk management
Business & Economics - Market microstructure
Mathematics & Statistics - Asymptotic statistics
Position Held
MPhil/PhD Programs Coordinator (Operations Management)
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Related documents
Education/Academic qualification
PhD in Mathematics, PhD, Technical University of Munich
2015
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Active
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ASYMPTOTIC EXPANSIONS FOR HIGH-FREQUENCY OPTION DATA
Chong, C. H. & Todorov, V., Jun 2025, In: Annals of Applied Probability. 35, 3, p. 1941-1979 39 p.Research output: Contribution to journal › Journal Article › peer-review
1 Citation (Scopus) -
Nonparametric Test for Rough Volatility
Chong, C. H. & Todorov, V., 24 Jun 2025, (E-pub ahead of print) In: Journal of the American Statistical Association.Research output: Contribution to journal › Journal Article › peer-review
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Pre-averaging fractional processes contaminated by noise, with an application to turbulence
Chen, D., Cheng, Y., Chong, C. H., Gentine, P., Jia, W., Monier, B. J. & Shen, S., 1 Dec 2025, In: Journal of Applied Probability. 62, 4, p. 1280-1300 21 p.Research output: Contribution to journal › Journal Article › peer-review
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RATE-OPTIMAL ESTIMATION OF MIXED SEMIMARTINGALES
Chong, C. H., Delerue, T. & Mies, F., Feb 2025, In: Annals of Statistics. 53, 1, p. 219-244 26 p.Research output: Contribution to journal › Journal Article › peer-review
3 Citations (Scopus) -
Short-time expansion of characteristic functions in a rough volatility setting with applications
Chong, C. H. & Todorov, V. K., Aug 2025, In: Bernoulli. 31, 3, p. 1789-1810 22 p.Research output: Contribution to journal › Journal Article › peer-review
2 Citations (Scopus)
Awards
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Runner-up for the Bates-White Prize
CHONG, C. H. Y. (Recipient), Jun 2024
Prize: Best Paper Award and Prize