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 1 75 1 3 36 353
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 0 107 0 3 15 270
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 1 2 7 31
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 0 3 39 76
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 1 2 9 438 2 13 73 1,647
Total Working Papers 1 2 12 727 4 24 170 2,377

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 18 1 3 20 137
Exponential GARCH Modeling With Realized Measures of Volatility 0 1 2 51 1 3 30 195
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 0 1 40 0 4 21 137
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 0 10 36
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 0 2 26 215
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 1 1 6 0 1 5 41
Pricing VIX options with realized volatility 0 0 0 10 0 0 10 39
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 1 1 11 77
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 0 5 48 404
Stock liquidity and firm value: evidence from China 0 0 1 14 1 1 8 102
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 0 24 0 0 17 132
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 1 269 1 4 33 1,277
The Spirit of Capitalism and the Equity Premium 0 0 0 25 0 0 11 140
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 0 0 7 20
The spillover of macroeconomic uncertainty between the U.S. and China 0 0 5 77 2 4 18 229
VIX term structure and VIX futures pricing with realized volatility 0 2 4 21 2 6 22 75
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 1 3 11 50
Total Journal Articles 0 4 20 651 10 37 308 3,306

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Statistics updated 2026-08-07