博士

北京大學國家發(fā)展研究院 副教授 博士生導師

聯(lián)系方式：zhuohuang@nsd.pku.edu.cn

研究方向：

金融計量

 

教育背景：

2011年獲得斯坦福大學經(jīng)濟學博士學位

 

工作經(jīng)歷

2011.1-至今  北京大學國家發(fā)展研究院副教授、博士生導師

 

主要學術(shù)成果

[1] Exponential GARCH Modeling with Realized Measures of Volatility. Journal of Business & Economic Statistics，Volume 34, Issue 2, 2016.

[2] Modeling the Long Memory Volatility Using Realized Measures of Volatility. Economic Modelling，Volume 52, January 2016

[3] Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility. Journal of Applied Econometrics, Vol. 27,No. 6, 2012 Winner of the Richard Stone Best Paper Prize for the two years of 2012-2013 at Journal of Applied Econometrics

[4] Pricing the CBOE VIX Futures with the Heston-Nandi GARCH Model. Forthcoming at Journal of Futures Markets.

[5] Estimation of Extreme Value-at-Risk: An EVT Approach for Quantile GARCH Model. Economics Letters, Volume 124, Issue 3,2014.

[6] Ownership Restructuring, Marketization and Wealth Inequality in Urban China:1995 and 2002. China & World Economy, Vol. 20, No. 5, 2012.