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 1 7 208 0 2 25 465
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 2 2 13 337 3 9 55 871
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 2 57 0 2 8 182
Marginal likelihood calculation for gelfand-dey and Chib Method 0 2 6 27 1 3 14 81
Total Working Papers 2 6 28 629 4 16 102 1,599


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 29 0 2 18 94
Forecasting realized volatility: a Bayesian model-averaging approach 2 3 11 78 3 7 35 246
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 4 9 0 1 13 31
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 1 6 11 2 6 24 68
Total Journal Articles 2 4 24 127 5 16 90 439


Statistics updated 2014-11-03