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 2 212 1 2 7 482
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 0 5 347 1 2 17 912
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 4 63 1 3 15 201
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 1 29 0 2 6 96
Total Working Papers 0 0 12 651 3 9 45 1,691


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 0 1 33 0 0 3 104
Forecasting realized volatility: a Bayesian model-averaging approach 1 2 4 85 1 4 14 267
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 1 1 5 39
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 2 19 1 7 18 97
Total Journal Articles 1 2 7 147 3 12 40 507


Statistics updated 2016-05-03