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 0 0 9 488
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 2 2 4 350 2 3 17 924
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 2 64 3 7 19 212
Marginal likelihood calculation for gelfand-dey and Chib Method 1 3 5 34 2 5 11 104
Total Working Papers 3 6 11 660 7 15 56 1,728


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 1 104
Forecasting realized volatility: a Bayesian model-averaging approach 0 0 2 85 2 6 21 280
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 1 1 7 42
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 1 20 1 7 21 109
Total Journal Articles 0 0 4 148 4 14 50 535


Statistics updated 2016-12-03