Access Statistics for Chun Liu

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
Are there Structural Breaks in Realized Volatility? 0 0 4 212 1 1 14 480
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 2 8 347 2 4 22 910
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 2 5 63 2 6 15 198
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 2 29 0 2 9 94
Total Working Papers 0 4 19 651 5 13 60 1,682


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are There Structural Breaks in Realized Volatility? 0 1 4 33 0 1 7 104
Forecasting realized volatility: a Bayesian model-averaging approach 0 1 4 83 1 5 12 263
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 2 3 4 38
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 3 19 2 3 14 90
Total Journal Articles 0 2 11 145 5 12 37 495


Statistics updated 2016-02-03