Carsten H. Chong

 

Contact:

Department of Information Systems, Business Statistics and Operations Management
The Hong Kong University of Science and Technology
Clear Water Bay, Kowloon, Hong Kong

Office: 4039, LSK Business Building
Phone: (852) 2358 7730
E-Mail: carstenchong at ust.hk

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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 Kl├╝ppelberg 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.