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 2 3 210 0 9 14 475
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 3 9 342 1 7 46 895
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 3 59 3 3 7 186
Marginal likelihood calculation for gelfand-dey and Chib Method 0 1 4 28 1 5 15 90
Total Working Papers 0 7 19 639 5 24 82 1,646


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? 1 3 4 32 1 4 11 101
Forecasting realized volatility: a Bayesian model-averaging approach 0 2 9 81 0 2 21 253
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 2 10 0 0 9 34
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 1 10 17 0 3 24 79
Total Journal Articles 1 6 25 140 1 9 65 467


Statistics updated 2015-05-02