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 | 815 | 2012 |
Exponential GARCH modeling with realized measures of volatility PR Hansen, Z Huang Journal of Business & Economic Statistics 34 (2), 269-287, 2016 | 226 | 2016 |
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 | 121 | 2018 |
公司治理理论前沿综述 姚伟, 黄卓, 郭磊 经济研究 5, 83-90, 2003 | 120 | 2003 |
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 | 72 | 2015 |
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 | 70 | 2012 |
The spillover of macroeconomic uncertainty between the US and China Z Huang, C Tong, H Qiu, Y Shen Economics Letters 171, 123-127, 2018 | 66 | 2018 |
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 | 62 | 2017 |
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 | 61 | 2017 |
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 | 57 | 2016 |
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 | 56 | 2019 |
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 | 42 | 2023 |
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 | 36 | 2016 |
Measuring China’s Stock Market Sentiment J Li, Y Chen, Y Shen, J Wang, Z Huang working paper, 2019 | 28 | 2019 |
Realized GARCH, CBOE VIX and Volatility Risk Premium PR Hansen, Z Huang, C Tong, T Wang Journal of Financial Econometrics 22 (1), 2024 | 24 | 2024 |
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 | 24 | 2014 |
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 | 23* | 2017 |
Pricing VIX Options with Realized Volatility C Tong Journal of Futures Markets 41 (8), 2021 | 21 | 2021 |
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models X Chen, Z Huang, Y Yi Journal of Econometrics 222 (1), 2021 | 19 | 2021 |
Oil price drivers and movements: The challenge for future research H Huntington, SM Al-Fattah, Z Huang, M Gucwa, A Nouri Alternative Investment Analyst Review 2 (4), 2014 | 19 | 2014 |