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 0 4 10 381
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 0 5 7 327
Pricing Volatility of Stock Returns with Volatile and Persistent Components 0 2 3 62 0 6 10 202
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 3 4 350
Total Working Papers 0 2 3 400 0 18 31 1,260


Statistics updated 2026-03-04