Jie Zhu : Citation Profile


Are you Jie Zhu?

Aarhus Universitet
Aarhus Universitet

1

H index

1

i10 index

47

Citations

RESEARCH PRODUCTION:

4

Papers

RESEARCH ACTIVITY:

   1 years (2007 - 2008). See details.
   Cites by year: 47
   Journals where Jie Zhu has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh139
   Updated: 2021-01-16    RAS profile: 2009-12-15    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jie Zhu.

Is cited by:

Christensen, Bent Jesper (5)

Nielsen, Morten (4)

Caporin, Massimiliano (4)

Ranaldo, Angelo (4)

Gil-Alana, Luis (3)

Santucci de Magistris, Paolo (3)

Iglesias, Emma (3)

Dahl, Christian (3)

He, Xuezhong (2)

Mighri, Zouheir (2)

Lange, Rutger-Jan (2)

Cites to:

Bollerslev, Tim (7)

Engle, Robert (4)

Hwang, Soosung (3)

Valls Pereira, Pedro (3)

Scheinkman, Jose (3)

Baillie, Richard (3)

Xiong, Wei (3)

Ang, Andrew (2)

Hodrick, Robert (2)

Christensen, Bent Jesper (2)

Jagannathan, Ravi (2)

Main data


Where Jie Zhu has published?


Recent works citing Jie Zhu (2021 and 2020)


YearTitle of citing document
2020Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:642-650.

Full description at Econpapers || Download paper

2020Public finances in the EU-27: Are they sustainable?. (2020). Cuestas, Juan ; Sauci, Laura ; Gil-Alana, Luis A. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9411-0.

Full description at Econpapers || Download paper

Works by Jie Zhu:


YearTitleTypeCited
2007Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model In: CREATES Research Papers.
[Full Text][Citation analysis]
paper47
2008Pricing Volatility of Stock Returns with Volatile and Persistent Components In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2008Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2008FIEGARCH-M and and International Crises: A Cross-Country Analysis In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0

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