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Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 131 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10006747796
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Expected Stock Returns and Variance Risk Premia
Bollerslev, Tim; Tauchen, George; Zhou, Hao - In: The review of financial studies 22 (2013) 11, pp. 4463-4462
Persistent link: https://www.econbiz.de/10010114741
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim; Gibson, Michael; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 235-246
Persistent link: https://www.econbiz.de/10008770541
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Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" (J. Econom. 109 (2002) 33-65)
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 119 (2004) 1, pp. 221
Persistent link: https://www.econbiz.de/10006758247
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 109 (2002) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10006767849
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Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.; Marrone, James - In: Journal of banking & finance 36 (2012) 7, pp. 1896-1911
Persistent link: https://www.econbiz.de/10009972356
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Term Structure of Interest Rates with Regime Shifts
Bansal, Ravi; Zhou, Hao - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1997-2044
Persistent link: https://www.econbiz.de/10006558780
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The 2001 JBES Invited Paper - Comment - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Zhou, Hao - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 332-334
Persistent link: https://www.econbiz.de/10008216270
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Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Bansal, Ravi; Tauchen, George; Zhou, Hao - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 396-409
Persistent link: https://www.econbiz.de/10008223235
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Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - In: The review of financial studies 22 (2013) 12, pp. 5099-5098
Persistent link: https://www.econbiz.de/10010114702