Access Statistics for Jie Zhu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FIEGARCH-M and and International Crises: A Cross-Country Analysis 4 5 27 43 7 11 59 83
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 1 2 52 99 2 7 121 158
Pricing Volatility of Stock Returns with Volatile and Persistent Components 2 3 20 44 7 12 72 101
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach 2 6 30 41 6 31 154 194
Total Working Papers 9 16 129 227 22 61 406 536


Statistics updated 2009-11-04