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 2 16 498
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 1 6 353 0 2 14 930
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 2 65 0 0 15 218
Marginal likelihood calculation for gelfand-dey and Chib Method 1 1 6 35 1 2 11 107
Total Working Papers 1 2 14 665 2 6 56 1,753


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 1 5 109
Forecasting realized volatility: a Bayesian model-averaging approach 0 0 0 85 0 2 18 287
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 0 1 6 46
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 1 21 0 2 21 119
Total Journal Articles 0 0 2 150 0 6 50 561


Statistics updated 2017-06-02