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 3 12 385
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 1 1 11 331
Pricing Volatility of Stock Returns with Volatile and Persistent Components 1 2 5 64 1 4 12 206
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach 1 1 1 77 1 2 7 353
Total Working Papers 2 3 6 403 4 10 42 1,275


Statistics updated 2026-08-07