Details about Zhuo Huang
Access statistics for papers by Zhuo Huang.
Last updated 2017-06-14. Update your information in the RePEc Author Service.
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- Exponential GARCH Modeling with Realized Measures of Volatility
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (14)
Also in Economics Working Papers, European University Institute (2012) View citations (14)
See also Journal Article in Journal of Business & Economic Statistics (2016)
- Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (26)
- Exponential GARCH Modeling With Realized Measures of Volatility
Journal of Business & Economic Statistics, 2016, 34, (2), 269-287 View citations (31)
See also Working Paper (2012)
- Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model
Economic Modelling, 2016, 52, (PB), 812-821 View citations (15)
- Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?
Economic Modelling, 2015, 50, (C), 64-71 View citations (14)
- The Spirit of Capitalism and the Equity Premium
Annals of Economics and Finance, 2015, 16, (2), 493-513
- Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model
Economics Letters, 2014, 124, (3), 378-381 View citations (1)
- Realized GARCH: a joint model for returns and realized measures of volatility
Journal of Applied Econometrics, 2012, 27, (6), 877-906 View citations (189)
- The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
Annals of Economics and Finance, 2012, 13, (1), 211-236 View citations (9)
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