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 0 1 255
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 1 74 0 0 2 317
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 0 1 1 23
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 1 71 0 0 7 35
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 0 0 4 429 1 1 17 1,570
Total Working Papers 0 0 6 715 1 2 28 2,200

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 1 15 0 2 16 113
Exponential GARCH Modeling With Realized Measures of Volatility 0 0 4 47 1 3 16 160
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 1 1 1 39 1 2 3 115
Modeling dynamic higher moments of crude oil futures 0 0 0 8 1 2 3 26
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 0 50 1 4 9 185
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 1 2 35
Pricing VIX options with realized volatility 0 0 0 10 0 1 1 29
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 2 17 0 2 4 64
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 2 4 12 349
Stock liquidity and firm value: evidence from China 0 0 0 12 0 1 4 90
The Impact of Privatization on TFP: a Quasi-Experiment in China 1 1 3 24 1 1 6 115
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 1 1 1 266 1 1 4 1,241
The Spirit of Capitalism and the Equity Premium 0 0 0 25 0 1 1 129
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 1 2 5 12
The spillover of macroeconomic uncertainty between the U.S. and China 0 0 5 71 0 1 11 208
VIX term structure and VIX futures pricing with realized volatility 0 0 2 15 0 0 4 50
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 1 4 39
Total Journal Articles 3 4 19 622 9 29 105 2,960

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Statistics updated 2025-05-12