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Zhuo Huang
Zhuo Huang
Deputy Dean and Associate Professor, National School of Development, PKU
Verified email at nsd.pku.edu.cn - Homepage
Title
Cited by
Cited by
Year
Realized garch: a joint model for returns and realized measures of volatility
PR Hansen, Z Huang, HH Shek
Journal of Applied Econometrics 27 (6), 877-906, 2012
7952012
Exponential GARCH modeling with realized measures of volatility
PR Hansen, Z Huang
Journal of Business & Economic Statistics 34 (2), 269-287, 2016
2192016
公司治理理论前沿综述
姚伟, 黄卓, 郭磊
经济研究 5, 83-90, 2003
1202003
中国的数字金融发展: 现在与未来
黄益平, 黄卓
经济学 (季刊) 4, 1489, 2018
1132018
Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?
W Chen, Z Huang, Y Yi
Economic Modelling 50, 64-71, 2015
722015
The relationship between volatility and trading volume in the Chinese stock market: a volatility decomposition perspective
T Wang, Z Huang
Annals of Economics and Finance 13 (1), 211-236, 2012
692012
The spillover of macroeconomic uncertainty between the US and China
Z Huang, C Tong, H Qiu, Y Shen
Economics Letters 171, 123-127, 2018
642018
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model
T Wang, Y Shen, Y Jiang, Z Huang
Journal of Futures Markets 37 (7), 641-659, 2017
602017
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach
Z Huang, T Wang, PR Hansen
Journal of Futures Markets 37 (4), 328-358, 2017
582017
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model
Z Huang, H Liu, T Wang
Economic Modelling 52, 812-821, 2016
532016
VIX term structure and VIX futures pricing with realized volatility
Z Huang, C Tong, T Wang
Journal of Futures Markets 39 (1), 72-93, 2019
522019
Regional Digital Finance and Corporate Investment Efficiency in China Applied Economics, Forthcoming.
Z Huang, Y Tao, X Luo, Y Ye, T Lei
Applied Economics 55 (43), 2023
362023
China’s personal credit reporting system in the internet finance era: challenges and opportunities
Z Huang, Y Lei, S Shen
China Economic Journal 9 (3), 288-303, 2016
362016
Measuring China’s Stock Market Sentiment
J Li, Y Chen, Y Shen, J Wang, Z Huang
working paper, 2019
262019
Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model
Y Yi, X Feng, Z Huang
Economics Letters 124 (3), 378-381, 2014
262014
Volatility during the financial crisis through the lens of high frequency data: a realized GARCH approach
D Banulescu-Radu, PR Hansen, Z Huang, M Matei
21*2017
Realized GARCH, CBOE VIX and Volatility Risk Premium
PR Hansen, Z Huang, C Tong, T Wang
Journal of Financial Econometrics 22 (1), 2024
20*2024
高频数据波动率建模: 基于厚尾分布的 Realized GARCH 模型
王天一, 黄卓
数量经济技术经济研究 5, 149-161, 2012
202012
Pricing VIX Options with Realized Volatility
C Tong
Journal of Futures Markets 41 (8), 2021
182021
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
X Chen, Z Huang, Y Yi
Journal of Econometrics 222 (1), 2021
182021
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