Access Statistics for Zhuo Huang

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
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 0 107 0 4 11 266
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 0 74 0 8 24 341
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 1 4 6 29
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 1 2 73 6 11 22 57
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 0 2 5 434 2 23 51 1,620
Total Working Papers 0 3 7 722 9 50 114 2,313

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model 0 0 2 17 0 9 16 129
Exponential GARCH Modeling With Realized Measures of Volatility 0 1 3 50 1 10 27 186
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 0 1 39 1 8 11 125
Modeling dynamic higher moments of crude oil futures 0 0 0 8 1 2 6 31
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 1 4 23 205
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 3 5 39
Pricing VIX options with realized volatility 0 0 0 10 0 4 6 35
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 1 4 13 75
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 2 14 44 390
Stock liquidity and firm value: evidence from China 0 1 2 14 0 4 10 99
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 3 10 12 126
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 2 18 26 1,266
The Spirit of Capitalism and the Equity Premium 0 0 0 25 0 3 6 135
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 0 3 7 17
The spillover of macroeconomic uncertainty between the U.S. and China 0 3 6 77 1 11 17 225
VIX term structure and VIX futures pricing with realized volatility 0 1 4 19 3 13 17 67
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 2 5 7 46
Total Journal Articles 0 6 25 644 18 125 253 3,196

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Statistics updated 2026-03-04