Hua Zhao

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Hua Zhao trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Raj Aggarwal
  4. Chien-chung Nieh

Who trusts Hua Zhao overall

  1. Lu Sui
  2. Manish Kumar

Papers from Hua Zhao's perspective

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

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

Their papers