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 2 3 14 269
Exponential GARCH Modeling with Realized Measures of Volatility 0 1 1 75 2 11 35 352
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 1 1 7 30
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 0 0 2 73 1 17 39 74
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 1 3 8 437 5 19 66 1,639
Total Working Papers 1 4 11 726 11 51 161 2,364

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 18 0 5 19 134
Exponential GARCH Modeling With Realized Measures of Volatility 1 1 3 51 2 8 33 194
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 1 1 40 3 11 20 136
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 5 10 36
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 0 3 53 1 9 29 214
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 1 1 1 6 1 2 5 41
Pricing VIX options with realized volatility 0 0 0 10 0 4 10 39
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 1 12 76
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 3 12 49 402
Stock liquidity and firm value: evidence from China 0 0 2 14 0 2 10 101
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 0 24 0 6 17 132
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 1 3 269 3 10 35 1,276
The Spirit of Capitalism and the Equity Premium 0 0 0 25 0 5 11 140
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 0 3 7 20
The spillover of macroeconomic uncertainty between the U.S. and China 0 0 6 77 2 2 19 227
VIX term structure and VIX futures pricing with realized volatility 2 2 6 21 4 6 23 73
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 1 8 47
Total Journal Articles 4 7 27 651 19 92 317 3,288

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Statistics updated 2026-06-04