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 1 2 12 386
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 0 1 10 331
Pricing Volatility of Stock Returns with Volatile and Persistent Components 0 1 5 64 2 3 14 208
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 1 1 77 5 7 12 358
Total Working Papers 0 2 6 403 8 13 48 1,283


Statistics updated 2026-09-10