Affiliation:Division of Research and Statistics, Federal Reserve Board, Mail Stop 91,Washington,DC20551,USA
Research Interests:Asset Pricing,Risk Management,Macroeconomics
Email: hao.zhou@frb.gov
Education:Ph.D., Economics,DukeUniversity, 2000
M.A., Management,PekingUniversity, 1993
B.A., International Economics,PekingUniversity, 1989
Articles:
1、Tim Bollerslev, Hao Zhou.Volatility puzzles: a simple framework for gauging return-volatility regressions. Journal of Econometrics, 2006,131(1/2): 123-150. | 全文下载(来源数据库:Elsevier)
2、Tim Bollerslev, Hao Zhou.Corrigendum to “Estimating stochastic volatility diffusion using conditional moments of integrated volatility”. Journal of Econometrics, 2004,119(1): 221-222. | 全文下载(来源数据库:Elsevier)
3、Ravi Bansal, George Tauchen, Hao Zhou.Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle. Journal of Business & Economic Statistics, 2004,22(4): 396-409. | 全文下载(来源数据库:Proquest)
4、Hao Zhou.It? Conditional Moment Generator and the Estimation of Short-Rate Processes.Journal of Financial Econometrics, 2003,1(2): 250. | 全文下载(来源数据库:Proquest)
5、Ravi Bansal, Hao Zhou.Term structure of interest rates with regime shifts. The Journal of Finance, 2002,57(5): 1997-2043. | 全文下载(来源数据库:EBSCO)
6、Tim Bollerslev, Hao Zhou.Estimating stochastic volatility diffusion using conditional moments of integrated volatility. Journal of Econometrics, 2002,109(1): 33-65. | 全文下载(来源数据库:Elsevier)
7、Dennis Tao Yang, Hao Zhou.Rural-urban disparity and sectoral labour allocation in China. The Journal of Development Studies, 1999,35(3): 105-133. | 全文下载(来源数据库:Proquest)