Jing-zhi Huang

Finance · with Wu · 2004

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Jing-zhi Huang trusts overall

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

  1. David S. Bates
  2. Jun Pan
  3. Peter P. Carr
  4. Bjørn Eraker
  5. Liuren Wu
  6. Michael Johannes
  7. Ole E. Barndorff-Nielsen
  8. Nicholas G. Polson
  9. Dilip B Madan 5
  10. Helyette Geman

Who trusts Jing-zhi Huang overall

  1. Peter F. Christoffersen

Papers from Jing-zhi Huang's perspective

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

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. The Impact of Jumps in Volatility and Returns
  4. Time-Changed Levy Processes and Option Pricing ⁄
  5. A Theory for the Term Structure of Interest Rates
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  8. Specification Analysis of Affine Term Structure Models
  9. Expected Option Returns
  10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers