Carsten H. Chong
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Contact: Department of Information Systems, Business Statistics and Operations Management Office: 4039, LSK Business Building |
About me
Starting from Fall 2023, I am a Tenure-Track Assistant Professor in the Department of Information Systems, Business Statistics and Operations Management at The Hong Kong University of Science and Technology. Prior to this, I spent three years as a Term Assistant Professor in the Department of Statistics at Columbia University. I did my PhD at the Technical University of Munich under the supervision of Claudia Klüppelberg and Jean Jacod.
Curriculum Vitae
You can download my CV here.
My Research
My research interests are in the areas of financial econometrics, asymptotic statistics and applied probability. My current work focuses on the nonparametric estimation of asset pricing models using high-frequency return data as well as derivatives market data.
In the past, I also worked on stochastic analysis and inference for stochastic processes.