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Zhuo Huang

This is information that was supplied by Zhuo Huang in registering through RePEc. If you are Zhuo Huang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Zhuo
Middle Name:
Last Name:Huang
Suffix:
RePEc Short-ID:phu309
http://www.nsd.edu.cn/cn/article.asp?articleid=14339
Beijing, China
http://www.nsd.edu.cn/

: +86(10)62751475
+86(10)62751474
Beijing, 100871
RePEc:edi:ccpkucn (more details at EDIRC)
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  1. Peter Reinhard Hansen & Zhuo Huang, 2012. "Exponential GARCH Modeling with Realized Measures of Volatility," Economics Working Papers ECO2012/26, European University Institute.
  2. Peter Reinhard Hansen & Zhuo (Albert) Huang & Howard Howan Shek, . "Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility," CREATES Research Papers 2010-13, Department of Economics and Business Economics, Aarhus University.
  1. Huang, Zhuo & Liu, Hao & Wang, Tianyi, 2016. "Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model," Economic Modelling, Elsevier, vol. 52(PB), pages 812-821.
  2. Qin Wang & Yiheng Zou & Yu Ren & Zhuo Huang, 2015. "The Spirit of Capitalism and the Equity Premium," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 493-513, November.
  3. Chen, Wei & Huang, Zhuo & Yi, Yanping, 2015. "Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?," Economic Modelling, Elsevier, vol. 50(C), pages 64-71.
  4. Yi, Yanping & Feng, Xingdong & Huang, Zhuo, 2014. "Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model," Economics Letters, Elsevier, vol. 124(3), pages 378-381.
  5. Peter Reinhard Hansen & Zhuo Huang & Howard Howan Shek, 2012. "Realized GARCH: a joint model for returns and realized measures of volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 877-906, 09.
  6. Tianyi Wang & Zhuo Huang, 2012. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 211-236, May.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2012-11-24. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2012-11-24. Author is listed
  3. NEP-MST: Market Microstructure (1) 2012-11-24. Author is listed
  4. NEP-RMG: Risk Management (1) 2012-11-24. Author is listed

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