Access Statistics for Hao Zhou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Framework for Assessing the Systemic Risk of Major Financial Institutions 2 15 66 66 11 30 73 73
A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model 4 13 39 280 8 22 101 765
Bond risk premia and realized jump volatility 0 3 20 56 2 13 54 149
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities 3 14 70 108 9 32 123 158
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 2 4 26 360 3 8 58 802
Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data 8 15 46 54 13 33 110 124
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 4 7 41 414 5 13 81 910
Expected Stock Returns and Variance Risk Premia 1 6 36 63 4 14 112 154
Expected stock returns and variance risk premia 7 31 81 291 14 53 188 659
Explaining credit default swap spreads with equity volatility and jump risks of individual firms 2 11 38 96 15 41 156 380
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms 3 12 70 404 11 35 271 1,662
Itô conditional moment generator and the estimation of short rate processes 1 2 3 91 2 4 13 260
Jump-diffusion term structure and Ito conditional moment generator 1 1 37 325 4 10 93 793
Realized jumps on financial markets and predicting credit spreads 2 9 24 95 3 15 65 284
Regime-shifts, risk premiums in the term structure, and the business cycle 1 2 17 140 1 2 35 362
Rural-Urban Disparity and Sectoral Labor Allocation in China 0 0 0 20 11 27 112 1,217
Specification analysis of structural credit risk models 4 9 73 73 7 25 143 143
Term structure of interest rates with regime shifts 8 12 49 314 11 23 79 498
Volatility puzzles: a unified framework for gauging return-volatility regressions 1 5 20 387 3 15 49 1,457
Total Working Papers 54 171 756 3,637 137 415 1,916 10,850

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65] 0 0 3 33 0 0 6 106
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities 1 4 6 6 5 10 12 12
Estimating stochastic volatility diffusion using conditional moments of integrated volatility 1 5 23 141 2 7 40 363
Itô Conditional Moment Generator and the Estimation of Short-Rate Processes 0 0 0 0 1 3 24 106
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment 0 0 0 0 0 0 1 134
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle 1 1 10 32 1 1 21 74
Term Structure of Interest Rates with Regime Shifts 1 1 6 37 2 6 20 90
Volatility puzzles: a simple framework for gauging return-volatility regressions 2 8 29 82 4 18 84 388
Total Journal Articles 6 19 77 331 15 45 208 1,273

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Statistics updated 2009-11-04