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Jie Zhu (朱杰)
Jie Zhu (朱杰)
Bestätigte E-Mail-Adresse bei t.shu.edu.cn
Titel
Zitiert von
Zitiert von
Jahr
Predicting stock returns: A regime-switching combination approach and economic links
X Zhu, J Zhu
Journal of Banking & Finance 37 (11), 4120-4133, 2013
1392013
Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model
BJ Christensen, MØ Nielsen, J Zhu
Journal of Empirical Finance 17 (3), 460-470, 2010
822010
The impact of financial crises on the risk–return tradeoff and the leverage effect
BJ Christensen, MØ Nielsen, J Zhu
Economic Modelling 49, 407-418, 2015
522015
Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach
J Zhu
Mathematics and Computers in Simulation 79 (8), 2633-2653, 2009
162009
Multi-factor volatility and stock returns
XZ Zhongzhi (Lawrence) He, Jie Zhu
Journal of Banking and Finance 61, S132-S149, 2015
122015
Dynamic factors and asset pricing: International and further US evidence
ZL He, J Zhu, X Zhu
Pacific-Basin Finance Journal 32, 21-39, 2015
112015
Understanding time-varying short-horizon predictability
JZ Yacine Hammami
Finance Research Letters 32, 2020
102020
Pricing volatility of stock returns with volatile and persistent components
J Zhu
Financial Markets and Portfolio Management 23, 243-269, 2009
82009
Testing for expected return and market price of risk in Chinese AB share markets: a geometric brownian motion and multivariate GARCH model approach
J Zhu
Available at SSRN 982090, 2007
42007
Estimating equity risk premium: the case of Great China
J Zhu
Available at SSRN 1314290, 2008
32008
FIEGARCH-M and and International Crises: A Cross-Country Analysis
J Zhu
CREATES Research Paper, 2008
12008
Global bond risk premia under falling stars
XZ Yugui Zhang, Jie Zhu
Finance Research Letters 42, 2021
2021
Investing for the long run when expected equity premium is nonnegative
XZ Yugui Zhanga, Jie Zhub
Pacific-Basin Finance Journal 63, 1-21, 2020
2020
CREATES Research Paper 2008-16
J Zhu
2008
Essays on Econometric Analysis of Price and Volatility Behavior in Asset Markets
J Zhu
Institut for Økonomi, Aarhus Universitet, 2008
2008
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