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 74 3 17 20 336
Exponential GARCH Modeling with Realized Measures of Volatility 0 0 0 107 0 7 8 262
Option Pricing with State-dependent Pricing Kernel 0 0 0 34 2 2 5 27
Realized GARCH, CBOE VIX, and the Volatility Risk Premium 1 2 2 73 3 10 16 49
Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 1 4 5 433 10 32 40 1,607
Total Working Papers 2 6 7 721 18 68 89 2,281

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 3 17 2 3 11 122
Exponential GARCH Modeling With Realized Measures of Volatility 0 0 3 49 2 11 24 178
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period? 0 0 1 39 0 1 4 117
Modeling dynamic higher moments of crude oil futures 0 0 0 8 0 3 6 29
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model 0 1 3 53 0 8 22 201
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach 0 0 0 5 0 0 2 36
Pricing VIX options with realized volatility 0 0 0 10 2 4 5 33
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model 0 0 0 17 0 5 9 71
Realized GARCH: a joint model for returns and realized measures of volatility 0 0 0 0 4 19 35 380
Stock liquidity and firm value: evidence from China 1 1 2 14 1 2 7 96
The Impact of Privatization on TFP: a Quasi-Experiment in China 0 0 1 24 2 3 5 118
The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective 0 0 3 268 3 5 11 1,251
The Spirit of Capitalism and the Equity Premium 0 0 0 25 1 4 5 133
The predictive power of macroeconomic uncertainty for commodity futures volatility 0 0 0 3 1 2 5 15
The spillover of macroeconomic uncertainty between the U.S. and China 2 3 5 76 5 7 12 219
VIX term structure and VIX futures pricing with realized volatility 1 1 5 19 6 6 11 60
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options 0 0 0 15 0 2 3 41
Total Journal Articles 4 6 26 642 29 85 177 3,100

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Statistics updated 2026-01-09