Access Statistics for Chenxing Li

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
A Multivariate GARCH-Jump Mixture Model 0 0 1 38 1 3 7 85
A multivariate GARCH model with an infinite hidden Markov mixture 0 0 0 34 0 0 8 46
An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates 0 2 7 7 0 4 16 16
An Infinite Hidden Markov Model with Stochastic Volatility 0 0 0 69 0 0 5 43
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 2 39 0 1 5 34
Total Working Papers 0 2 10 187 1 8 41 224


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An infinite hidden Markov model with stochastic volatility 0 0 0 0 1 1 4 4
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 1 1 1 1 2 7 7
Total Journal Articles 0 1 1 1 2 3 11 11


Statistics updated 2025-06-06