Details about Jie Zhu

Workplace:

School of Economics and Management, Institut for Økonomi (Department of Economics and Business Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)

Access statistics for papers by Jie Zhu.

Last updated 2009-12-15. Update your information in the RePEc Author Service.

Short-id: pzh139

Working Papers

2008

FIEGARCH-M and and International Crises: A Cross-Country Analysis
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
Pricing Volatility of Stock Returns with Volatile and Persistent Components
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)

2007

Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (11)

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