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Details about Zhuo Huang

E-mail:
Homepage:http://www.nsd.edu.cn/cn/article.asp?articleid=14339
Workplace:China Center for Economic Research (CCER), Peking University, (more information at EDIRC)

Access statistics for papers by Zhuo Huang.

Last updated 2017-06-14. Update your information in the RePEc Author Service.

Short-id: phu309


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Working Papers

2012

  1. Exponential GARCH Modeling with Realized Measures of Volatility
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (14)
    Also in Economics Working Papers, European University Institute (2012) Downloads View citations (14)

    See also Journal Article in Journal of Business & Economic Statistics (2016)

Undated

  1. Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (26)

Journal Articles

2016

  1. Exponential GARCH Modeling With Realized Measures of Volatility
    Journal of Business & Economic Statistics, 2016, 34, (2), 269-287 Downloads View citations (31)
    See also Working Paper (2012)
  2. Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model
    Economic Modelling, 2016, 52, (PB), 812-821 Downloads View citations (15)

2015

  1. 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 Downloads View citations (14)
  2. The Spirit of Capitalism and the Equity Premium
    Annals of Economics and Finance, 2015, 16, (2), 493-513 Downloads

2014

  1. Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model
    Economics Letters, 2014, 124, (3), 378-381 Downloads View citations (1)

2012

  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)
  2. 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 Downloads View citations (9)
 
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