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 1 75 3 4 38 356
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 0 107 1 2 16 271
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 1 2 7 32
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 4 6 43 80
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 0 1 9 438 6 14 78 1,653
Total Working Papers 0 1 12 727 15 28 182 2,392

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 0 1 18 0 3 19 137
Exponential GARCH Modeling With Realized Measures of Volatility 1 1 3 52 3 4 31 198
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 0 1 40 0 1 21 137
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 0 10 36
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 2 53 1 2 25 216
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 1 6 0 0 5 41
Pricing VIX options with realized volatility 0 0 0 10 0 0 10 39
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 1 11 77
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 5 7 49 409
Stock liquidity and firm value: evidence from China 0 0 1 14 0 1 8 102
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 0 24 4 4 21 136
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 1 269 2 3 34 1,279
The Spirit of Capitalism and the Equity Premium 0 0 0 25 1 1 12 141
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 0 0 7 20
The spillover of macroeconomic uncertainty between the U.S. and China 0 0 4 77 0 2 17 229
VIX term structure and VIX futures pricing with realized volatility 0 0 3 21 1 3 22 76
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 1 4 12 51
Total Journal Articles 1 1 17 652 18 36 314 3,324

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Statistics updated 2026-09-10