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 1 1 255
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 1 74 0 1 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 2 9 35
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 0 1 5 429 0 2 17 1,569
Total Working Papers 0 1 7 715 0 7 30 2,199

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 1 6 47 0 5 17 159
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 0 0 38 0 1 2 114
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 2 2 25
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 1 50 2 5 9 184
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 1 1 2 35
Pricing VIX options with realized volatility 0 0 1 10 0 1 2 29
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 2 17 2 2 4 64
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 1 2 10 347
Stock liquidity and firm value: evidence from China 0 0 0 12 1 1 4 90
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 2 23 0 1 5 114
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 0 265 0 0 3 1,240
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 1 4 11
The spillover of macroeconomic uncertainty between the U.S. and China 0 0 7 71 0 1 14 208
VIX term structure and VIX futures pricing with realized volatility 0 1 2 15 0 1 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 0 3 22 619 8 28 103 2,951

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Statistics updated 2025-04-04