Statistics
Publications
2
Citations
27
H-Index
2
Active since
2016
Affiliations
Peking University(Current)
Xin Zang is an author at Peking University specializing in financial economics, nested models, and stochastic volatility with jumps.
Publications per year
2016–2020
2
2
Double-jump diffusion model for VIX: evidence from VVIX
Xin Zang, Jun Ni, Jing‐Zhi Huang et al. · Quantitative Finance · 2016 · 17 citations
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