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~isPartOf:"Finance and economics discussion series"
~person:"Zhou, Hao"
~subject:"United States"
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Finance and economics discussion series
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
2
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
3
Specification analysis of structural credit risk models
Huang, Jing-Zhi
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10003830483
Saved in:
4
A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model
Zhou, Hao
-
2000
Persistent link: https://www.econbiz.de/10001534443
Saved in:
5
Itô conditional moment generator and the estimation of short rate processes
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001798803
Saved in:
6
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
(
contributor
); …
-
2004
option-implied volatility measures. A small-scale Monte Carlo
experiment
suggests that the procedure works well in practice …
Persistent link: https://www.econbiz.de/10002365255
Saved in:
7
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
-
2004
Persistent link: https://www.econbiz.de/10002368551
Saved in:
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