CHONG, Carsten Assistant Professor

Carsten Chong is an Assistant Professor in the Business Department at The Hong Kong University of Science and Technology. His research interests are not specified in the available information. Chong's profile page can be accessed at https://isom.hkust.edu.hk/faculty-and-staff/directory/carstenchongusthk. No additional details regarding his academic background, awards, or specific research areas are provided.

Carsten H. Chong is a researcher at The Hong Kong University of Science and Technology, specializing in financial econometrics, stochastic volatility, and asymptotic statistics. His work focuses on the analysis of high-frequency financial data, the behavior of stochastic partial differential equations, and the development of statistical methods for volatility modeling. Chong's research includes the study of rough volatility, Lévy noise, and the application of stochastic calculus to financial systems. His publications explore topics such as contagion in financial networks, integrability conditions for stochastic integrals, and the statistical inference of volatility models. His contributions span both theoretical and applied aspects of financial econometrics and stochastic analysis.