Shan Lu joined the School of Management in February, 2019. He recently completed his Ph.D. in Finance at the University of Aberdeen in Scotland in January, 2019. His main areas of research are empirical finance and applied financial econometrics.
|Peer Reviewed Journal|
|Title||Monte Carlo analysis of methods for extracting risk-neutral densities with affine jump diffusions (2019)|
|Journal||Journal of Futures Markets|
|Title||Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models (2018)|
|Journal||Asia-Pacific Financial Markets|
|Title||Forecasting the term structure of volatility of crude oil price changes (2016)|
|Authors||Balaban, E.; Lu, Shan|