Ai Jun Hou
Professor of Finance;
Click here for my unveristy website
Finance seminar at SBS, SHoF, CeMoF
I am a professor of Finance at Stockholm Business School (SBS) Stockholm University. I do research in Financial Volatility and Correlation modeling; Nonparametric Interest Rate Modeling; Derivatives and Empirical Asset Pricing. Recently, I have been also extended my research area to the financial networks and Financial markets microstructure. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.
The Effect of Uncertainty on Volatility and Correlation, is conditionally accepted at the Journal of Banking and Finance. SSRN version is here.
(with Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou) is available on SSRN.
** Semifinallist of the best paper award for investment in FMA annual meeting, 2022