Shan Lu 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 (2019)|
|Journal||Asia-Pacific Financial Markets|
|Title||Forecasting the term structure of volatility of crude oil price changes (2016)|
|Authors||Balaban, E.; Lu, Shan|