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 0 120 0 7 16 361
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 1 141 0 0 5 317
Pricing Volatility of Stock Returns with Volatile and Persistent Components 0 0 0 58 0 1 6 190
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 73 0 1 6 333
Total Working Papers 0 0 1 392 0 9 33 1,201


Statistics updated 2021-01-03