Quanshui Zhao

Econometric Theory · 2001

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Whom Quanshui Zhao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Anton Schick *
  2. Robert F. Engle

Who trusts Quanshui Zhao overall

  1. Blaise Melly
  2. Marcelo Fernandes
  3. Mi-Ok Kim
  4. E. Guerre
  5. Xuming He
  6. J. Machado
  7. Lingjie Ma
  8. E. Horta
  9. S. Lee
  10. Taisuke Otsu

Papers from Quanshui Zhao's perspective

Ordered by how strongly the researchers Quanshui Zhao trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  2. A Closed-Form GARCH Option Valuation Model
  3. Generalized autoregressive conditional heteroskedasticity
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. The Specification of Conditional Expectations
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. Order Flow, Transaction Clock, and Normality of Asset Returns
  10. The Impact of Jumps in Volatility and Returns

Their papers