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 1 1 1 75 5 9 33 350
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 0 107 1 1 12 267
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 0 1 6 29
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 8 22 38 73
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 1 2 7 436 7 16 64 1,634
Total Working Papers 2 3 10 725 21 49 153 2,353

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 18 5 5 21 134
Exponential GARCH Modeling With Realized Measures of Volatility 0 0 3 50 4 7 32 192
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 1 1 40 3 9 18 133
Modeling dynamic higher moments of crude oil futures 0 0 0 8 5 6 10 36
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 8 9 28 213
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 1 1 5 40
Pricing VIX options with realized volatility 0 0 0 10 4 4 10 39
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 2 12 76
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 5 11 50 399
Stock liquidity and firm value: evidence from China 0 0 2 14 2 2 11 101
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 0 24 6 9 17 132
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 1 1 3 269 5 9 32 1,273
The Spirit of Capitalism and the Equity Premium 0 0 0 25 4 5 11 140
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 3 3 8 20
The spillover of macroeconomic uncertainty between the U.S. and China 0 0 6 77 0 1 17 225
VIX term structure and VIX futures pricing with realized volatility 0 0 4 19 1 5 19 69
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 3 8 47
Total Journal Articles 2 3 25 647 56 91 309 3,269

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Statistics updated 2026-05-06