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 6 6 7 261
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 0 74 13 15 16 332
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 0 1 3 25
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 0 71 3 5 10 42
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 2 2 4 431 20 21 31 1,595
Total Working Papers 2 2 4 717 42 48 67 2,255

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 1 3 17 1 3 10 120
Exponential GARCH Modeling With Realized Measures of Volatility 0 0 5 49 6 8 23 173
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 0 1 39 0 0 3 116
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 0 3 26
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 2 2 52 4 8 18 197
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 0 2 36
Pricing VIX options with realized volatility 0 0 0 10 0 0 1 29
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 5 5 9 71
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 9 14 26 370
Stock liquidity and firm value: evidence from China 0 0 1 13 1 1 6 95
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 1 1 4 116
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 0 2 8 1,246
The Spirit of Capitalism and the Equity Premium 0 0 0 25 2 2 3 131
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 1 1 6 14
The spillover of macroeconomic uncertainty between the U.S. and China 0 1 3 73 0 1 8 212
VIX term structure and VIX futures pricing with realized volatility 0 1 4 18 0 1 6 54
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 2 2 4 41
Total Journal Articles 0 5 23 636 32 49 140 3,047

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Statistics updated 2025-11-08