Concepedia

Zhiguang Wang

ZW

7

Publications

185

Citations

7

H-Index

2010

Active since

Affiliations

South Dakota State University(Current)

Florida International University

Zhiguang Wang is an author at South Dakota State University specializing in business, volatility modeling, and option pricing.

Top concepts

BusinessVolatility ModelingEngineeringAsset PricingOption PricingFinanceEconomicsForecastingFinancial EconomicsStatistics

Publications per year

2010–2021

7

Publications

7

The performance of VIX option pricing models: Empirical evidence beyond simulation

Zhiguang Wang, Robert T. Daigler · Journal of Futures Markets · 2010 · 78 citations

Empirical Evidence, Pricing Performance, Volatility Modeling +13

Variance risk premiums and predictive power of alternative forward variances in the corn market

Zhiguang Wang, Scott W. Fausti, Bashir A. Qasmi · Journal of Futures Markets · 2011 · 36 citations

Empirical Finance, Volatility Modeling, Alternative Forward Variances +20

A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis

Adam Schmitz, Zhiguang Wang, Jung‐Han Kimn · Journal of Futures Markets · 2013 · 26 citations · Full text

Bayesian Statistic, Volatility Modeling, Price Jumps +25

Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices

Feng Wu, Robert J. Myers, Zhengfei Guan et al. · Journal of Empirical Finance · 2015 · 13 citations

Option Pricing, Multivariate Stochastic Volatility, Financial Economics +8

Multistep forecast of the implied volatility surface using deep learning

Nikita Medvedev, Zhiguang Wang · Journal of Futures Markets · 2021 · 12 citations

Forecasting Methodology, Volatility Modeling, Engineering +15

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