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 2 212 6 6 13 488
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 1 3 348 2 8 18 920
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 3 63 1 3 14 204
Marginal likelihood calculation for gelfand-dey and Chib Method 1 2 3 31 2 3 8 99
Total Working Papers 1 3 11 654 11 20 53 1,711


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 2 104
Forecasting realized volatility: a Bayesian model-averaging approach 0 0 3 85 1 5 16 272
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 1 2 7 41
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 1 1 20 1 2 13 99
Total Journal Articles 0 1 5 148 3 9 38 516


Statistics updated 2016-08-02