Zhuo Huang

Finance · 2012–2017

A researcher in the Science corpus: 4 papers; trusts 19 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Zhuo Huang trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. P. R. Hansen
  3. N. Shephard
  4. Torben G. Andersen
  5. Daniel B. Nelson
  6. Tim Bollerslev
  7. Robert F. Engle
  8. Asger Lunde
  9. Francis X. Diebold
  10. Steven Heston

Who trusts Zhuo Huang overall

  1. P. R. Hansen
  2. Heejoon Han
  3. S. J. Koopman
  4. Makoto Takahashi
  5. A. Opschoor
  6. Toshiaki Watanabe
  7. Asger Lunde

Papers from Zhuo Huang's perspective

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

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  3. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  4. Realising the future: forecasting with high frequency based volatility (HEAVY) models
  5. Generalized autoregressive conditional heteroskedasticity
  6. Separating Microstructure Noise from Volatility
  7. Realized GARCH: a joint model for returns and realized measures of volatility
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. A Simple Long Memory Model of Realized Volatility

Their papers