Huimin ZHAO

Sun Yat-Sen University (SYSU)

135, Xingang Xi Road

Guangzhou, Guangdong 510275

China

SCHOLARLY PAPERS

2

DOWNLOADS

258

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Skewness Implied in the Heston Model and its Application

Journal of Futures Markets, (Forthcoming)
Number of pages: 46 Posted: 11 Jun 2016
Jin E. Zhang, Fang Zhen, Xiaoxia Sun and Huimin ZHAO
University of Otago, Otago Business School, Department of Accountancy and Finance, Central University of Finance and Economics (CUFE) - China Economics and Management Academy, Donbei University of Finance and Economics and Sun Yat-Sen University (SYSU)
Downloads 172 (178,272)

Abstract:

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Skewness; Heston model; Third cumulant

2.

Market Excess Returns, Variance and the Third Cumulant

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 40 Posted: 13 Feb 2015
Eric C. Chang, Jin E. Zhang and Huimin ZHAO
University of Hong Kong - School of Business, University of Otago, Otago Business School, Department of Accountancy and Finance and Sun Yat-Sen University (SYSU)
Downloads 86 (299,046)

Abstract:

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Equilibrium asset pricing model; Market excess return; Variance; The third cumulant; Variance risk premium