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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
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Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001607156
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Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi; Tauchen, George Eugene; Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001764084
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Itô conditional moment generator and the estimation of short rate processes
Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001798803
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Term structure of interest rates with regime shifts
Bansal, Ravi; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637850
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637889
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Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001787397
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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
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Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
Zhou, Hao - 2010
Persistent link: https://www.econbiz.de/10003968249
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Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003932724