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 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 1 4 15 209
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 0 6 12 358
Total Working Papers 0 2 6 403 1 13 49 1,284


Statistics updated 2026-10-11