Recently, a collaborative paper titled “Cluster GARCH” by Associate Professor Chen Tong from Xiamen University (XMU), in collaboration with Professor Peter Reinhard Hansen from the University of North Carolina at Chapel Hill and Assistant Professor Ilya Archakov from York University in Canada, has been officially accepted and published online by the Journal of Business & Economic Statistics (JBES), an internationally renowned journal in statistics and econometrics. The journal is recognized as an international Class A journal by XMU College of Economics according to the college’s own tiered journal ranking list.
Chen Tong, PhD in Finance from Peking University, joined XMU College of Economics in 2021. He is currently an associate professor with the Department of Finance at the School of Economics, and with the Wang Yanan Institute for Studies in Economics. His research areas include financial econometrics and financial engineering. He has published nearly twenty papers (including those accepted for publication) in prestigious domestic and international journals such as The Review of Financial Studies, Journal of Business & Economic Statistics, Journal of Financial Econometrics, Journal of Empirical Finance, Journal of Futures Markets (5 papers), China Economic Quarterly (CEQ), and Journal of Financial Research.
