| 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 | 68 | 2012 |
| 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 | 61 | 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 | 59 | 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 | 54 | 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 | 52 | 2019 |
| Out‐of‐sample volatility prediction: A new mixed‐frequency approach Y Zhang, F Ma, T Wang, L Liu Journal of Forecasting 38 (7), 669-680, 2019 | 51 | 2019 |
| Realized GARCH, CBOE VIX, and the Volatility Risk Premium PR Hansen, Z Huang, C Tong, T Wang Journal of Financial Econometrics, https://doi.org/10.1093/jjfinec/nbac033, 2022 | 20 | 2022 |
| 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 29 (5), 149-160, 2012 | 19 | 2012 |
| Price volatility forecast for agricultural commodity futures: The role of high frequency data W Huang, Z Huang, M Matei, T Wang University Of Tasmania, 2012 | 18 | 2012 |
| Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options Z Huang, C Tong, T Wang Applied Economics 52 (17), 1866-1880, 2020 | 16 | 2020 |
| A short cut: Directly pricing VIX futures with discrete-time long memory model and asymmetric jumps TW Fangsheng Yin, Yang Bian Journal of Futures Markets, 458-477, 2021 | 10 | 2021 |
| Modeling dynamic higher moments of crude oil futures Z Huang, F Liang, T Wang, C Li Finance Research Letters 39, 101570, 2021 | 9 | 2021 |
| The impact of privatization on TFP: A quasi-experiment in China X Wang, Z Luo, T Wang, Z Huang Annals of Economics and Finance 18 (1), 535-71, 2017 | 8 | 2017 |
| 基于高频数据的波动率建模及应用研究评述 王天一， 黄卓 经济学动态, 141-146, 2012 | 8 | 2012 |
| 利用高频数据预测沪深 300 指数波动率——基于 Realized GARCH 模型的实证研究 王天一， 赵晓军， 黄卓 世界经济文汇 1 (05), 17, 2014 | 7 | 2014 |
| 金融业系统性风险度量——基于尾部依赖视角 蒋涛， 吴卫星， 王天一， 沈涛 系统工程理论与实践 34 (S1), 40-47, 2014 | 7 | 2014 |
| The effects of economic uncertainty on financial volatility: A comprehensive investigation C Tong, Z Huang, T Wang, C Zhang Journal of Empirical Finance 73, 369-389, 2023 | 6* | 2023 |
| Measuring investors’ risk aversion in China’s stock market TY Bian, T Wang, Z Zhou Finance Research Letters 42, 101891, 2021 | 6 | 2021 |
| Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market Y Wang, F Liang, T Wang, Z Huang Economic Modelling 87, 148-157, 2020 | 6 | 2020 |
| Directly pricing VIX futures: the role of dynamic volatility and jump intensity T Wang, S Cheng, F Yin, M Yu Applied Economics 54 (32), 3678-3694, 2022 | 5 | 2022 |
Zhuo HuangDeputy Dean and Associate Professor, National School of Development, PKU在 nsd.pku.edu.cn 的电子邮件经过验证
