Skip to content

Dr Shan Lu

Lecturer in Finance

Faculty/Dept/School School of Management
(Faculty of Management, Law and Social Sciences)
Emails.lu4@bradford.ac.uk
Telephone +441274 238101

Biography

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.

Publications

Peer Reviewed Journal
TitleMonte Carlo analysis of methods for extracting risk-neutral densities with affine jump diffusions (2019)
AuthorsLu, Shan
JournalJournal of Futures Markets
DOI10.1002/fut.22049
 
TitleTesting the Predictive Ability of Corridor Implied Volatility Under GARCH Models (2018)
AuthorsLu S.
JournalAsia-Pacific Financial Markets
DOI10.1007/s10690-018-9262-5
 
TitleForecasting the term structure of volatility of crude oil price changes (2016)
AuthorsBalaban, E.; Lu, Shan
JournalEconomics Letters
DOI10.1016/j.econlet.2016.02.015