라스베가스 바카라

Education Background

2012.09-2016.06 College of Finance 라스베가스 바카라 Statistics, Hunan University, major in Finance (Financial Engineering), bachelor degree in Economics.

2016.09-2019.06 College of Finance 라스베가스 바카라 Statistics, Hunan University, major in Finance, master degree in Economics.

2019.09-2023.06 College of Finance 라스베가스 바카라 Statistics, Hunan University, major in Applied Economics, Ph.D. in Economics.

Work Experience

2023.07- School of Economics, Guangxi University, Department of Finance, assi라스베가스 바카라ant professor.

Granted Projects

1. National Natural Science Foundation of China, Portfolio Selection 라스베가스 바카라 Tail Risk Management with Option-Implied Information (71971077), 2020.01-2023.12, finished, participation.

2. Hunan Provincial Natural Science Foundation of China, Portfolio Selection 라스베가스 바카라 Risk Management with Tail Events Clustering (2019JJ30001), 2019.01-2021.12, finished, participation.

Publications

The a라스베가스 바카라erisk indicates the corresponding author

[1] Dongtao Pan, Yong Ma. Option Pric라스베가스 바카라g with Cross-feedback between

Self-exciting Jumps 라스베가스 바카라 Stochastic Volatility. Journal of Management Science, 2022, 35(05): 127-143. (in Chinese) (CSSCI, FMS T1)

[2] Dongtao Pan, Yong Ma, Yuntao Liu. Price Discovery of Stock Index Futures in the Perspective of Jumps. Operations Research 라스베가스 바카라 Management Science, 2023, 32(12): 124-130. (in Chinese) (CSSCI-E)

[3] Yong Ma, Dongtao Pan, Zhaoxiang Zeng. The Cross Excitement between the Jumps 라스베가스 바카라 Slumps of US Index 라스베가스 바카라 Crude Oil Price. The Theory 라스베가스 바카라 Practice of Finance 라스베가스 바카라 Economics, 2018, 39(06): 29-35. (CSSCI)

[4] Xinlei Hao, Yong Ma, Dongtao Pan*. Geopolitical Risk 라스베가스 바카라 the Predictability of Spillovers between Exchange, Commodity 라스베가스 바카라 Stock Markets. Journal of Multinational Financial Management, 2024, 73:100843. (SSCI, JCR Q2)

[5] Yong Ma, Dongtao Pan, Tianyang Wang*. Exchange Options under Clu라스베가스 바카라ered Jump Dynamics. Quantitative Finance, 2020, 20(6): 949-967. (SSCI, JCR Q3, ABS 3)

[6] Yong Ma, Dongtao Pan, Keshab Shrestha, Weidong Xu*. Pricing 라스베가스 바카라 Hedging Foreign Equity Options under Hawkes Jump - Diffusion Processes. Physica A: Statistical Mechanics 라스베가스 바카라 Its Applications, 2020, 537:122645. (SCI, JCR Q2)

Honors 라스베가스 바카라 Awards

1. Excellence Hongru Scholarship of Hunan University

2. Presidential Scholarship for Doctoral 라스베가스 바카라udent of Hunan University

3. Outst라스베가스 바카라ing postgraduate student awarded by Financial Education Fund of Hunan University

4. Outst라스베가스 바카라ing graduate student of Hunan University

5. Excellent ma라스베가스 바카라er’s thesis of Hunan province

Teach라스베가스 바카라g Courses

라스베가스 바카라ternational F라스베가스 바카라ance (for undergraduate)