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 1 9 208 1 2 29 465
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 0 13 335 3 8 65 868
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 3 57 1 2 13 182
Marginal likelihood calculation for gelfand-dey and Chib Method 1 2 6 27 1 4 17 80
Total Working Papers 1 4 31 627 6 16 124 1,595


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 3 29 1 3 19 94
Forecasting realized volatility: a Bayesian model-averaging approach 1 2 9 76 3 8 34 243
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 1 4 9 1 2 13 31
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 2 8 11 2 6 25 66
Total Journal Articles 2 5 24 125 7 19 91 434


Statistics updated 2014-10-03