Ai-ru (Meg) Cheng, Ph.D.
Education and Experience
Professor Cheng obtained her Ph.D. from the University of North Carolina at Chapel Hill in 2004. Cheng teaches econometrics and financial economics courses.
- High frequency data
- Option pricing
Areas of Specialization
- Economics 490/590: Economic Statistics and Econometrics
- Economics 793: Financial and Time-Series Econometrics
- Risk-Return Trade-Off in Pacific-Basin Equity Markets, with Mohammad R. Jahan-Parvar (2014) Emerging Markets Review 18, 123-140.
- Central Bank Intervention and Japanese Exchange Rate Volatility Evidence Us- ing Realized Volatility, with Kuntal Das and Takeshi Shimatani (2013) Journal of Asian Economics 28, 87-98.
- An Empirical Investigation of Stock Market Behavior in Middle East and North Africa, with Mohammad R. Jahan-Parvar and Phillip Rothman (2009) Journal of Empirical Finance 17(3), 413-427.
- Return, Trading Volume, and Market Depth in Currency Futures Markets, with Yin-Wong Cheung, (2008) International Journal of Applied Economics 5, 1-23.
- A Gaussian Approximation Scheme for Computation of Option Prices in Stochas- tic Volatility Models, with A. Ronald Gallant, Chuanshu Ji, and Beom Lee (2008) Journal of Econometrics 146, 44-58.