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 0 0 0 119 1 2 10 338
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 139 1 1 1 310
Pricing Volatility of Stock Returns with Volatile and Persistent Components 0 0 1 57 0 0 2 180
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach 1 1 1 73 1 1 2 326
Total Working Papers 1 1 2 388 3 4 15 1,154


Statistics updated 2019-10-05