Hao Zhou

Hao Zhou

Tsinghua University - Beijing / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 728886
清华大学
person_outline Hao Zhou's MOST POPULAR ARTICLES
1-) Expected stock returns and variance risk premiaT Bollerslev, G Tauchen, H ZhouReview of Financial Studies 22 (11), 4463-4492, 200916912009
2-) A framework for assessing the systemic risk of major financial institutionsX Huang, H Zhou, H ZhuJournal of Banking & Finance 33 (11), 2036-2049, 20098552009
3-) Explaining credit default swap spreads with the equity volatility and jump risks of individual firmsBY Zhang, H Zhou, H ZhuReview of Financial Studies 22 (12), 5099-5131, 20097332009
4-) Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilitiesT Bollerslev, M Gibson, H ZhouJournal of Econometrics 160 (1), 235-245, 20116992011
5-) Term structure of interest rates with regime shiftsR Bansal, H ZhouThe Journal of Finance 57 (5), 1997-2043, 20026222002