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Jie Zhu

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This is information that was supplied by Jie Zhu in registering through RePEc. If you are Jie Zhu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jie
Middle Name:
Last Name: Zhu
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RePEc Short-ID: pzh139

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Affiliation

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Works

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Working papers

  1. Jie Zhu, 2008. "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 2008-15, School of Economics and Management, University of Aarhus.
  2. Jie Zhu, 2008. "Pricing Volatility of Stock Returns with Volatile and Persistent Components," CREATES Research Papers 2008-14, School of Economics and Management, University of Aarhus.
  3. Jie Zhu, 2008. "FIEGARCH-M and and International Crises: A Cross-Country Analysis," CREATES Research Papers 2008-16, School of Economics and Management, University of Aarhus.
  4. Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2007. "Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model," CREATES Research Papers 2007-10, School of Economics and Management, University of Aarhus.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CNA: China (1) 2008-06-27. Author is listed
  2. NEP-ECM: Econometrics (2) 2008-06-27 2008-06-27. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2008-06-27 2008-06-27. Author is listed
  4. NEP-FMK: Financial Markets (2) 2008-06-27 2008-06-27. Author is listed
  5. NEP-SEA: South East Asia (2) 2008-06-27 2008-06-27. Author is listed
  6. NEP-TRA: Transition Economics (1) 2008-06-27. Author is listed

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