Affiliation：Division of Research and Statistics, Federal Reserve Board, Mail Stop 91,Washington,DC20551,USA
Research Interests：Asset Pricing，Risk Management，Macroeconomics
Email: [email protected]
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）
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