Dr Yihan Zou

Lecturer in Financial Economics (Economics)

Room 406B, Main Building, University Avenue, Glasgow, G12 8QQ

Biography

Yihan Zou graduated in 2014 from the Central South University in China and received his PhD in Quantitative Finance in 2020 from the University of Glasgow. Yihan was a lecturer (2021-2022) in the Southwestern University of Finance and Economics in China. He joined the University of Glasgow in January 2023.

Publications

List by: Type | Date

Jump to: 2021

Number of items: 2.

2021

Ewald, C. and Zou, Y. (2021) Stochastic volatility: a tale of co-jumps, non-normality, GMM and high frequency data. Journal of Empirical Finance, 64, pp. 37-52. (doi: 10.1016/j.jempfin.2021.08.006)

Ewald, C. and Zou, Y. (2021) Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? European Journal of Operational Research, 294(12), pp. 801-815. (doi: 10.1016/j.ejor.2021.02.004)

This list was generated on Wed Apr 24 16:37:17 2024 BST.

Jump to: Articles

Number of items: 2.

Articles

Ewald, C. and Zou, Y. (2021) Stochastic volatility: a tale of co-jumps, non-normality, GMM and high frequency data. Journal of Empirical Finance, 64, pp. 37-52. (doi: 10.1016/j.jempfin.2021.08.006)

This list was generated on Wed Apr 24 16:37:17 2024 BST.

Supervision

Cao, Chenfang
Please refer to the uploaded research proposal
Zhang, Shuya
Different machine learning model for predicting option price

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