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 0 212 1 3 12 500
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 1 6 354 0 2 12 932
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 3 66 0 1 15 219
Marginal likelihood calculation for gelfand-dey and Chib Method 0 1 4 35 0 1 8 107
Total Working Papers 0 3 13 667 1 7 47 1,758


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 34 0 0 5 109
Forecasting realized volatility: a Bayesian model-averaging approach 0 1 1 86 1 3 18 290
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 0 1 6 47
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 1 21 1 1 21 120
Total Journal Articles 0 1 3 151 2 5 50 566


Statistics updated 2017-08-03