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 1 212 0 6 11 488
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 1 3 348 1 5 18 921
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 3 63 1 2 15 205
Marginal likelihood calculation for gelfand-dey and Chib Method 0 2 3 31 0 3 8 99
Total Working Papers 0 3 10 654 2 16 52 1,713


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 2 5 16 274
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 0 1 6 41
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 1 20 3 4 16 102
Total Journal Articles 0 0 5 148 5 10 40 521


Statistics updated 2016-09-03