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 3 208 0 0 12 465
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 4 11 339 7 17 55 885
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 1 57 0 0 7 182
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 5 27 0 1 10 81
Total Working Papers 0 4 20 631 7 18 84 1,613


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 2 29 0 0 13 94
Forecasting realized volatility: a Bayesian model-averaging approach 0 3 10 79 0 6 32 249
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 1 1 5 10 2 2 13 33
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 2 6 13 1 6 25 72
Total Journal Articles 2 6 23 131 3 14 83 448


Statistics updated 2015-01-03