Concepedia

Hao Zhou

HZ

55

Publications

6.8K

Citations

29

H-Index

2001

Active since

Affiliations

Tsinghua University(Current)

Southern University of Science and Technology

Federal Reserve Board of Governors

Federal Reserve

Duke University

Hao Zhou is an author at Tsinghua University specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceFinancial EconomicsAsset PricingEconomicsVolatility ModelingManagementEmpirical FinanceStatisticsFinancial Crisis

Publications per year

2001–2023

55

Publications

55

Expected Stock Returns and Variance Risk Premia

Tim Bollerslev, George Tauchen, Hao Zhou · Review of Financial Studies · 2009 · 1.8K citations

Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms

Benjamin Yibin Zhang, Hao Zhou, Haibin Zhu · Review of Financial Studies · 2009 · 606 citations · Full text

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Tim Bollerslev, Michael S. Gibson, Hao Zhou · Journal of Econometrics · 2010 · 494 citations

Option Pricing, Multivariate Stochastic Volatility, Financial Economics +11

Term Structure of Interest Rates with Regime Shifts

Ravi Bansal, Hao Zhou · The Journal of Finance · 2002 · 480 citations

Empirical Finance, Economics, Volatility Modeling +15

Estimating stochastic volatility diffusion using conditional moments of integrated volatility

Tim Bollerslev, Hao Zhou · Journal of Econometrics · 2002 · 339 citations

Volatility Modeling, Multivariate Stochastic Volatility, Integrated Volatility +9

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