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 0 121 2 3 11 384
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 0 3 10 330
Pricing Volatility of Stock Returns with Volatile and Persistent Components 1 1 4 63 3 3 12 205
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach 0 0 0 76 0 1 5 351
Total Working Papers 1 1 4 401 5 10 38 1,270


Statistics updated 2026-06-04