| The spillover of macroeconomic uncertainty between the US and China Z Huang, C Tong, H Qiu, Y Shen Economics Letters 171, 123-127, 2018 | 64 | 2018 |
| VIX term structure and VIX futures pricing with realized volatility Z Huang, C Tong, T Wang Journal of Futures Markets 39 (1), 72-93, 2019 | 51 | 2019 |
| Pricing VIX options with realized volatility C Tong, Z Huang Journal of Futures Markets 41 (8), 1180-1200, 2021 | 18 | 2021 |
| Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options Z Huang, C Tong, T Wang Applied Economics 52 (17), 1866-1880, 2020 | 16 | 2020 |
| Realized GARCH, CBOE VIX, and the volatility risk premium PR Hansen, Z Huang, C Tong, T Wang Journal of Financial Econometrics, 2022 | 9 | 2022 |
| Option pricing with state‐dependent pricing kernel C Tong, PR Hansen, Z Huang Journal of Futures Markets 42 (8), 1409-1433, 2022 | 7 | 2022 |
| Option pricing with time-varying volatility risk aversion PR Hansen, C Tong arXiv preprint arXiv:2204.06943, 2022 | 5 | 2022 |
| The predictive power of macroeconomic uncertainty for commodity futures volatility Z Huang, F Liang, C Tong International Review of Finance 21 (3), 989-1012, 2021 | 3 | 2021 |
| Good volatility, bad volatility, and VIX futures pricing: Evidence from the decomposition of VIX C Tong, Z Huang The Journal of Derivatives 30 (3), 117-143, 2022 | 2 | 2022 |
| Characterizing correlation matrices that admit a clustered factor representation C Tong, PR Hansen Economics Letters 233, 111433, 2023 | 1 | 2023 |
| Do VIX futures contribute to the valuation of VIX options? C Tong, Z Huang, T Wang Journal of Futures Markets 42 (9), 1644-1664, 2022 | 1 | 2022 |
