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 0 2 6 82
A multivariate GARCH model with an infinite hidden Markov mixture 0 0 0 34 0 1 9 46
An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates 1 6 6 6 3 15 15 15
An Infinite Hidden Markov Model with Stochastic Volatility 0 0 0 69 0 1 7 43
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 1 4 39 0 1 10 33
Total Working Papers 1 7 11 186 3 20 47 219


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 0 0 3 3
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 0 0 0 1 5 5
Total Journal Articles 0 0 0 0 0 1 8 8


Statistics updated 2025-04-04