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Jinji Hao
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Cited by
Year
GARCH option pricing models, the CBOE VIX, and variance risk premium
J Hao, JE Zhang
Journal of Financial Econometrics 11 (3), 556-580, 2013
1192013
Disclosure Regulation, Cost of Capital, and Firm Values
J Hao
Journal of Accounting and Economics, 101605, 2023
22023
A Model-Free Tail Index and Its Return Predictability
J Hao
Working Paper, 2016
22016
A Model-Free Tail Risk Index and Its Return Predictability
J Hao
2017
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Articles 1–4