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 0 74 1 1 2 318
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 1 2 3 25
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 0 71 0 2 6 37
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 0 0 3 429 1 2 13 1,575
Total Working Papers 0 0 3 715 3 7 25 2,210

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 1 1 3 17 1 3 20 118
Exponential GARCH Modeling With Realized Measures of Volatility 0 1 5 49 2 6 17 167
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 4 116
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 1 1 1 51 2 6 12 191
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 0 3 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 0 2 4 66
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 4 7 20 360
Stock liquidity and firm value: evidence from China 0 1 1 13 0 3 8 94
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 0 0 4 115
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 2 3 268 1 4 8 1,245
The Spirit of Capitalism and the Equity Premium 0 0 0 25 0 0 1 129
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 0 0 6 13
The spillover of macroeconomic uncertainty between the U.S. and China 1 2 4 73 1 4 11 212
VIX term structure and VIX futures pricing with realized volatility 1 3 4 18 1 4 6 54
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 0 2 39
Total Journal Articles 4 11 23 635 12 39 130 3,010

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Statistics updated 2025-09-05