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 0 0 1 317
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 0 0 1 23
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 1 71 2 2 7 37
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 0 0 4 429 1 5 14 1,574
Total Working Papers 0 0 5 715 3 7 24 2,206

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 2 16 1 3 19 116
Exponential GARCH Modeling With Realized Measures of Volatility 1 2 5 49 2 4 18 163
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 1 1 39 0 2 4 116
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 1 3 26
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 0 50 1 2 9 186
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 1 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 1 17 0 0 3 64
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 1 7 15 354
Stock liquidity and firm value: evidence from China 1 1 1 13 2 3 7 93
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 1 2 24 0 1 5 115
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 1 2 2 267 2 3 6 1,243
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 2 6 13
The spillover of macroeconomic uncertainty between the U.S. and China 1 1 4 72 1 1 9 209
VIX term structure and VIX futures pricing with realized volatility 0 0 1 15 1 1 4 51
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 0 3 39
Total Journal Articles 4 9 19 628 11 31 116 2,982

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Statistics updated 2025-07-04