Carsten H. Chong

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5411-2065

Hong Kong University of Science and Technology

Publications

• Do Equity and Options Markets Agree about Volatility? — The Journal of Finance 2026
• When Frictions Are Fractional: Rough Noise in High-Frequency Data — Journal of the American Statistical Association 2025
• Rate-optimal estimation of mixed semimartingales — The Annals of Statistics 2025
• Nonparametric Test for Rough Volatility — Journal of the American Statistical Association 2025
• Statistical inference for rough volatility: Minimax theory — The Annals of Statistics 2024
• High-frequency analysis of parabolic stochastic PDEs — The Annals of Statistics 2020