Huimin ZHAO

Zhongshan University

135, Xingang Xi Road

Guangzhou, Guangdong 510275

China

SCHOLARLY PAPERS

2

DOWNLOADS

131

CITATIONS

0

Scholarly Papers (2)

1.

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 Zhongshan University
Downloads 33 (285,402)

Abstract:

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

2.

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, University of Otago, Dongbei University of Finance and Economics and Zhongshan University
Downloads 0 (269,605)

Abstract:

Skewness; Heston model; Third cumulant