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 6 16 497
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 1 5 352 0 3 17 928
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 2 65 0 2 18 218
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 5 34 1 2 10 106
Total Working Papers 0 2 12 663 2 13 61 1,749


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 1 1 34 1 3 5 109
Forecasting realized volatility: a Bayesian model-averaging approach 0 0 1 85 1 4 20 286
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 1 2 8 46
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 1 2 21 2 7 23 119
Total Journal Articles 0 2 4 150 5 16 56 560


Statistics updated 2017-04-03