Jinghong Shu and Jin Zhang, “Causality in VIX futures markets ”,Journal of Futures Markets(SSCI), forthcoming .
Jin Zhang, Jinghong Shu and Menachem Brenner, “The New Market for Volatility Trading”,Journal of Futures Markets(SSCI), 2010.9.
Jinghong Shu and Jin Zhang, “Testing range estimator of historical volatility”, Journal of Futures Markets(SSCI), April, 2006。
Jinghong Shu and Jin Zhang, “the relationship between implied and realized volatility of S&P500 index,” Wilmott Magazine, 2003, Vol 1。
Jinghong Shu and Jin Zhang, “Pricing S&P500 index options under stochastic volatility with the indirect inference method ,”Journal of Derivatives Accounting, 2004, Vol(2)。