个人简介
北京大学国家发展研究院长聘副教授、发树学者。目前还担任北京大学数字金融研究中心常务副主任，北京大学计算与数字经济研究院副院长，《经济学（季刊）》副主编，北京大学教学卓越奖获得者。黄卓老师于2011年获得斯坦福大学经济学博士学位，曾获得斯坦福大学经济系“最佳博士生候选人论文奖”，研究成果发表在国际一流期刊如Journal of Econometrics, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Futures Markets等和国内权威期刊《经济研究》、《经济学（季刊）》、《金融研究》、《管理科学学报》等，发表论文曾入选ESI全球经济学与商学领域前1%高被引论文。2014年获得应用计量经济学领域的国际权威期刊Journal of Applied Econometrics的“Richard Stone最佳论文奖”，2015年获得第七届高等学校科学研究优秀成果奖（人文社会科学）论文类二等奖， 2017年获得北京大学“中国工商银行经济学优秀学者奖”，2018年起获得“发树学者”荣誉称号，2020年获得北京大学“优秀共产党员”称号。黄卓老师多次获得国家自然科学基金、教育部和国家高端智库科研项目资助。目前还担任中国金融四十人论坛特邀研究员、中国衍生品青年论坛秘书长、数字金融开放研究计划首任秘书长、金融科技教育与研究50人论坛成员，2019年当选北京大学第七届教职工代表大会代表。
现任：
北大国发院经济学副教授（长聘）、发树学者、北大数字金融研究中心常务副主任
近期论文
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Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models (with Xiaohong Chen and Yanping Yi), Journal of Econometrics, Volume 222, Issue 1, Part B, May 2021.
Realized GARCH, CBOE VIX, and the Volatility Risk Premium (with Peter Reinhard Hansen, Chen Tong and Tianyi Wang), Forthcoming at Journal of Financial Econometrics.
FinTech Adoption and the Effects of Economic Uncertainty on Household Consumption (Zhuo Huang, Ying Tan,Zi Yang and Xun Zhang ), Forthcoming at China Economic Review.
Option Pricing with Overnight and Intraday Volatility (Fang Liang, Lingshan Du and Zhuo Huang), Forthcoming at Journal of Futures Markets.
Financial Technology, Macroeconomic Uncertainty and Commercial Banks’ Proactive Risk-Taking in China (Fang Liang, Pu Zhao and Zhuo Huang), Forthcoming at China Economic Quarterly International.
Forecasting Volatility and Value-at-Risk for Cryptocurrency using GARCH-type Models: the Role of the Probability Distribution (with Qihao Chen and Fang Liang), Forthcoming at Applied Economics Letters.
Good Volatility, Bad Volatility and VIX Futures Pricing: Evidence from the Decomposition of VIX (with Chen Tong), Forthcoming at Journal of Derivatives.
Measuring Systemic Risk with High-frequency Data: A Realized GARCH Approach (Qihao Chen, Zhuo Huang and Fang Liang), Finance Research Letters, Forthcoming.
Regional Digital Finance and Corporate Investment Efficiency in China (with Yunqing Tao, Xin Luo, Yongwei Ye and Tianyi Lei), Applied Economics, Forthcoming.
Option Pricing with State Dependent Pricing Kernel (with Chen Tong and Peter Reinhard Hansen), Journal of Futures Markets, Volume 42, Issue 8, 2022.
Do VIX futures contribute to the valuation of VIX options? （with Chen Tong and Tianyi Wang), Journal of Futures Markets, Volume 42, Issue 9, 2022.
Innovative Development and Regulation of Digital Financial Platforms in China (Li Zhu), China Economic Journal, Issue 2, Volume 15, 2022.
Do Realized Higher Moments Have Information Content? - VaR Forecasting Based on the Realized GARCH-RSRK Model (with Fang Liang, Tianyi Wang and Hong Yan), Economic Modelling, Volume 109, April 2022.
Have existing theories explained the accrual anomaly? An evaluation based on the decomposition method (with Zhi'an Hu, Dawei Lin and Zhimin Qiu), Accounting & Finance, Volume 62, Issue 3,2022.
Overcoming the Middle-Income Trap: International Experiences and China’s Choice (with Pingping Wang, Xun Wang and Baoqun Fan), China Economic Journal, Volume 4, 2021.
Pricing VIX Options with Realized Volatility (with Chen Tong) Journal of Futures Markets, Volume 41, Issue 8, 2021.
The Predictive Power of Macroeconomic Uncertainty for Commodity Futures Volatility (with Fang Liang and Chen Tong), International Review of Finance, Volume21, Issue3, 2021.
Heterogeneous Beliefs and the Beta Anomaly in the Chinese A-share Stock Market (with Shu Chen and Zhimin Qiu), Emerging Markets Finance and Trade, Volume 57, Issue 5, 2021.
Modeling Dynamic Higher Moments of Crude Oil Futures (with Fang Liang, Tianyi Wang, and Chao Li), Finance Research Letters, Volume 39, March 2021.
Asymmetric Correlation in Predicting Portfolio Returns (with Nianling Wang, Lijie Zhang and Yong Li),International Review of Finance, 2021, Volume21, Issue1, Pages 97-120.
Evaluating the Accrual Anomaly in the Chinese Stock Market with the Decomposition Method (with Dawei Lin and Zhimin Qiu), China Economic Journal. Volume 13, Issue 3, 2020.
Which Model for Option Valuation in China? Empirical Evidence from SSE 50 ETF Options (with Chen Tong and Tianyi Wang), Applied Economics, 2020, Volume 52, Number 17, 1866–1880.
Does Measurement Error Matter in Volatility Forecasting? Empirical Evidence from the Chinese Stock Market(with Yajing Wang, Fang Liang and Tianyi Wang), Economic Modelling. Volume 87, May 2020, Pages 148-157.
VIX Term Structure and VIX Futures Pricing with Realized Volatility (with Chen Tong and Tianyi Wang), Journal of Futures Markets, Volume 39, Issue 1，2019.
The Spillover of Macroeconomic Uncertainty between the U.S. and China (with Chen Tong, Han Qiu and Yan Shen), Economics Letters,Volume 171, October 2018.
Stock Liquidity and Firm Value: Evidence from China (with Lijie Zhang, Yong Li and Xinhan Chen),Applied Economics Letters, Volume 25, Issue 1, 2018.
Pricing the CBOE VIX Futures with the Heston-Nandi GARCH Model (with Tianyi Wang, Yiwen Shen and Yueting Jiang), Journal of Futures Markets, Vol 37, Issue 7, 2017.
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach (with Tianyi Wang and Peter Reinhard Hansen), Journal of Futures Markets, Volume 37, Issue 4, 2017.
China’s Personal Credit Reporting System in the Internet Finance Era: Challenges and Opportunities (with Yang Lei and Shihan Shen),China Economic Journal, Volume 9. No. 3, 2016.
Exponential GARCH Modeling with Realized Measures of Volatility (with Peter Reinhard Hansen),Journal of Business & Economic Statistics，Volume 34, Issue 2, 2016.
Revisiting the Risk-return Relation: Decomposition of Risk Premium and Volatility Feedback Effect(with Liu Hao, Shihan Shen and Tianyi Wang), China Economic Journal, Volume 9. No. 2, 2016.
Modeling the Long Memory Volatility Using Realized Measures of Volatility (with Hao Liu and Tianyi Wang), Economic Modelling，Volume 52, January 2016.
Is There a Structural Change in the Persistence of WTI-Brent Oil Spreads in Post-2010? (with Wei Chen and Yanping Yi),Economic Modelling , Volume 50,November 2015 .
The Asset Management Industry in China: Its Past Performance and Future Prospects” (with Zhiwu Chen and Peng Xiong), Journal of Portfolio Management, Volume 41, No. 5, 2014.
Estimation of Extreme Value-at-Risk: An EVT Approach for Quantile GARCH Model, (with Yanping Yi and Xingdong Feng), Economics Letters, Volume 124, Issue 3, 2014.
Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility (with Peter Reinhard Hansen and Howard Shek), Journal of Applied Econometrics, Vol. 27, No. 6, 2012.
Ownership Restructuring, Marketization and Wealth Inequality in Urban China: 1995 and 2002 (with Xiaobin He), China & World Economy, Vol. 20, No. 5, 2012.
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