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? | 1 | 3 | 8 | 193 | 8 | 10 | 37 | 419 |
| Forecasting Realized Volatility: A Bayesian Model Averaging Approach | 4 | 13 | 21 | 310 | 12 | 36 | 91 | 769 |
| Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market | 0 | 1 | 8 | 52 | 6 | 11 | 40 | 159 |
| Marginal likelihood calculation for gelfand-dey and Chib Method | 1 | 1 | 13 | 17 | 4 | 10 | 37 | 47 |
| Total Working Papers | 6 | 18 | 50 | 572 | 30 | 67 | 205 | 1,394 |
| 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 | 25 | 0 | 3 | 15 | 69 |
| Forecasting realized volatility: a Bayesian model-averaging approach | 0 | 3 | 9 | 64 | 4 | 12 | 32 | 190 |
| Intraday dynamics of volatility and duration: Evidence from Chinese stocks | 0 | 0 | 3 | 3 | 0 | 1 | 14 | 14 |
| Marginal likelihood calculation for the Gelfand–Dey and Chib methods | 0 | 0 | 0 | 0 | 1 | 7 | 19 | 19 |
| Total Journal Articles | 0 | 4 | 16 | 92 | 5 | 23 | 80 | 292 |
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