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 3 210 0 0 12 475
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 3 10 345 0 7 40 902
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 4 60 1 4 10 190
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 3 28 0 1 13 91
Total Working Papers 0 4 20 643 1 12 75 1,658


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 32 0 1 10 102
Forecasting realized volatility: a Bayesian model-averaging approach 0 1 7 82 0 3 17 256
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 1 10 0 0 4 34
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 2 9 19 3 7 24 86
Total Journal Articles 1 3 20 143 3 11 55 478


Statistics updated 2015-08-02