Concepedia

Jinghong Shu

JS

Statistics

Publications

8

Citations

443

H-Index

8

Active since

2003

Affiliations

University of International Business and Economics(Current)

University of Hong Kong

Jinghong Shu is an author at University of International Business and Economics specializing in asset pricing, finance, and volatility modeling.

Top concepts

FinanceBusinessAsset PricingVolatility ModelingEconomicsFinancial EconomicsStatisticsEngineeringOption PricingStochastic Volatility

Publications per year

2003–2022

8

Publications

8

The new market for volatility trading

Jin E. Zhang, Jinghong Shu, Menachem Brenner · Journal of Futures Markets · 2010 · 120 citations

Volatility Modeling, Engineering, Vix Futures Volatility +16

Testing range estimators of historical volatility

Jinghong Shu, Jin E. Zhang · Journal of Futures Markets · 2006 · 115 citations

Volatility Modeling, Engineering, Time Series Econometrics +18

Causality in the VIX futures market

Jinghong Shu, Jin E. Zhang · Journal of Futures Markets · 2011 · 109 citations

Economics, Volatility Modeling, Financial Economics +11

The relationship between implied and realized volatility of S&P 500 index

Jinghong Shu, Jin E. Zhang · Wilmott · 2003 · 31 citations

Volatility Modeling, Financial Economics, Asset Pricing +3

PRICING S&P 500 INDEX OPTIONS UNDER STOCHASTIC VOLATILITY WITH THE INDIRECT INFERENCE METHOD

Jinghong Shu, Jin E. Zhang · Journal of Derivatives Accounting · 2004 · 27 citations

1–5 of 8