- FINE 7180 Financial Modeling (Graduate)
- FINE 4170 Financial Modeling (Undergraduate)
- COVID-19, Volatility Dynamics, and Sentiment Trading (With Kose John) Forthcoming at Journal of Banking and Finance
- Decomposing the VIX: Implications for the predictability of stock returns. (with Victor Chow, Wanjun Jiang, and Bingxin Li) Financial Review. 2020; 1-21.
- Does VIX Truly Measure Return Volatility? (with Victor Chow and Wanjun Jiang) Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. 2021; 1533-1559